Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4999
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Rajeev, B | - |
dc.date.accessioned | 2012-12-06T07:23:14Z | - |
dc.date.available | 2012-12-06T07:23:14Z | - |
dc.date.issued | 1989 | - |
dc.identifier.citation | Sankhya : The Indian Journal of Statistics, v 51, no. 3, | en_US |
dc.identifier.uri | http://hdl.handle.net/10263/4999 | - |
dc.language.iso | en | en_US |
dc.relation.ispartofseries | A; | - |
dc.subject | Brownian motion | en_US |
dc.subject | Crossings | en_US |
dc.subject | Semi-martingale | en_US |
dc.subject | Local time | en_US |
dc.subject | Lavy's crossings theorem | en_US |
dc.subject | Taylor's formula | en_US |
dc.title | Crossings of brownian motion : a semi-martingale approach | en_US |
dc.type | Article | en_US |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Crossings of Brownian motion -A semi martingle approach-V51-P251-268.pdf | 983.56 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.