Exit Properties of Stochastic Processes with Stationary Independent Increments
Work
Year: 1973
Type: article
Abstract: Let $\{ {X_t},t \geq 0\}$ be a real stochastic process with stationary independent increments. For $x > 0$, define the exit time ${T_x}$ from the interval $( - \infty ,x]$ by ${T_x} = \inf \{ t > 0:{X... more
Author P. W. Millar
Cites: 7
Cited by: 6
Related to: 10
FWCI:
Citation percentile (by year/subfield): 73.76
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze