Limit distributions of extreme values of bounded independent random functions
Анотація
We study the limit probabilities that extreme values of a sequence of independent normal random functions belong to extending intervals.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
The structure of the stopping region in a Lévy model
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications · Probability and Risk Models
Construction and heat kernel estimates of generalstable-like Markov processes
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications
Dynamics of 1D discontinuous maps with multiple partitions and linear functions having the same fixed point. An application to financial market modeling
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications
Parametrix construction for certain Lévy-type processes
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications
Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications
Two‐parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane
Схоже за: Mathematical Dynamics and Fractals · Stochastic processes and financial applications