On the lower limits of maxima and minima of wiener process and partial sums

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35 Citations (Scopus)

Abstract

Let M+(t) and -M-(t) be the maximum and minimum of a Wiener process on the interval (O, t). This paper gives an integral test for P(M+(t)-(t)

Original languageEnglish
Pages (from-to)205-221
Number of pages17
JournalZeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete
Volume43
Issue number3
DOIs
Publication statusPublished - Sep 1978

Fingerprint

Integral Test
Wiener Process
Partial Sums
Interval
Integral
Wiener process

ASJC Scopus subject areas

  • Statistics and Probability
  • Analysis
  • Mathematics(all)

Cite this

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title = "On the lower limits of maxima and minima of wiener process and partial sums",
abstract = "Let M+(t) and -M-(t) be the maximum and minimum of a Wiener process on the interval (O, t). This paper gives an integral test for P(M+(t)-(t)",
author = "E. Cs{\'a}ki",
year = "1978",
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