Found 26 Documents (Results 1–26)
Gaussian integrals and Rice series in crossing distributions – to compute the distribution of maxima and other features of Gaussian processes. (English) Zbl 1420.62071
Intensity of crossings of a given level by a homogeneous random field. (English. Russian original) Zbl 1382.60077
Cybern. Syst. Anal. 53, No. 5, 785-792 (2017); translation from Kibern. Sist. Anal. 2017, No. 5, 151-159 (2017).
MSC:
60G60
A direct solution method for pricing options involving the maximum process. (English) Zbl 1391.91155
Reviewer: Pavel Stoynov (Sofia)
Embedded trees and the support of the ISE. (English) Zbl 1257.05160
Reviewer: Peter Horák (Tacoma)
Some topics in the mathematical theory of Brownian motion. (Chinese. English summary) Zbl 1240.60226
MSC:
60J65
On approximating the probability of a large excursion of a nonstationary Gaussian process. (English. Russian original) Zbl 1205.60076
Sib. Math. J. 51, No. 1, 144-161 (2010); translation from Sib. Mat. Zh. 51, No. 1, 175-195 (2010).
Reviewer: Alexander Kachurovskij (Novosibirsk)
The joint distribution of the maximum excursion and the minimum excursion for Brownian motion with drift. (English) Zbl 1141.60366
MSC:
60J65
60J75
Maximum excursion and infimum excursion for a transient Brownian motion. (Chinese. English summary) Zbl 0960.60062
MSC:
60J65
On the distribution of maximum excursion for Brownian motion from a point on the outside of a ball. (Chinese. English summary) Zbl 0959.60075
MSC:
60J65
Maximum excursion and stopping time record-holders for the \(3x+1\) problem: Computational results. (English) Zbl 0919.11020
Reviewer: H.Müller (Hamburg)
The maximum of a random walk and its application to rectangle packing. (English) Zbl 0958.60050
MSC:
60G50
On the first hitting place and the first hitting time for a conditioned Brownian motion to a hyperplane. (English) Zbl 0930.60057
Large deviations results for subexponential tails, with applications to insurance risk. (English) Zbl 0879.60020
From global scaling, à la Kolmogorov, to local multifractal scaling in fully developed turbulence. (English) Zbl 0727.76064
On weighted heights of random trees. (English) Zbl 0718.60099
Reviewer: D.R.Grey (Sheffield)
A Gaussian process with parabolic covariances. (English) Zbl 0746.60040
Reviewer: A.Plikusas (Vilnius)
MSC:
60G15
Model fields in crossing theory: A weak convergence perspective. (English) Zbl 0663.60041
Reviewer: Ph.Nobelis
Brownian excursions form extremes. (English) Zbl 0643.60061
Séminaire de probabilités XXII, Strasbourg/France, Lect. Notes Math. 1321, 502-507 (1988).
Reviewer: P.Hsu
On the joint distribution of the Brownian local and occupation times. (English) Zbl 0638.60082
Stochastic differential systems, Proc. IFIP-WG 7/1 Work. Conf., Eisenach/GDR 1986, Lect. Notes Control Inf. Sci. 96, 213-217 (1987).
Reviewer: Lou Jiann Hua
The hitting distribution and maximum excursion of Brownian motion for hyperplane. (Chinese. English summary) Zbl 0559.60064
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