Distribution of the time when the Uhlenbeck process firstly overruns certain bound

Petr Mandl

Aplikace matematiky (1962)

  • Volume: 07, Issue: 2, page 141-148
  • ISSN: 0862-7940

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Mandl, Petr. "Rozložení doby prvého překročení jedné hranice procesem Uhlenbecka." Aplikace matematiky 07.2 (1962): 141-148. <http://eudml.org/doc/14213>.

@article{Mandl1962,
author = {Mandl, Petr},
journal = {Aplikace matematiky},
keywords = {probability theory},
language = {cze},
number = {2},
pages = {141-148},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Rozložení doby prvého překročení jedné hranice procesem Uhlenbecka},
url = {http://eudml.org/doc/14213},
volume = {07},
year = {1962},
}

TY - JOUR
AU - Mandl, Petr
TI - Rozložení doby prvého překročení jedné hranice procesem Uhlenbecka
JO - Aplikace matematiky
PY - 1962
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 07
IS - 2
SP - 141
EP - 148
LA - cze
KW - probability theory
UR - http://eudml.org/doc/14213
ER -

References

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  1. Coddington E. A., Levison N., Theory of ordinary differential equations, New York 1955. (1955) 
  2. Mandl P., Vlastnosti difusních procesů, určených obecnou laterální podmínkou, Časopis pro pěst. mat. (v tisku). 
  3. Potoček J., K Brownovu pohybu torsního zrcátka, Časopis pro pěst. mat. 63 (1934), 45 -51. (1934) 
  4. Whittaker E. T., Watson G. N., A course of modern analysis, Cambridge 1940. (1940) 
  5. Davis H. Т., Tables of the higher mathematical functions, I, II. Bloomington 1933, 1935. (1933) Zbl0008.26703
  6. Таблицы вероятностных функций, 1,2. Москва 1958. (1958) Zbl0995.62501
  7. Terril H. M., Sweeny L., 10.1016/S0016-0032(44)90388-1, Journal of the Franklin Institute 237 (1944), 495-497. (1944) MR0010651DOI10.1016/S0016-0032(44)90388-1
  8. Terril H. M., Sweeny L., 10.1016/S0016-0032(44)90808-2, Journal of the Franklin Institute 238 (1944), 220-222. (1944) MR0010652DOI10.1016/S0016-0032(44)90808-2

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