Eccentric Behaviors of the Brownian Sheet Along Lines
Work
Year: 2002
Type: article
Abstract: Distinct excursion intervals of a Brownian motion (that correspond to a fixed level) have no common endpoints. What is the situation for distinct excursion sets of a Brownian sheet? These sets are ter... more
Source: The Annals of Probability
Authors Robert C. Dalang, Thomas Mountford
Institution University of California, Los Angeles
Cites: 24
Cited by: 6
Related to: 10
FWCI: 0.847
Citation percentile (by year/subfield): 66.84
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: bronze