On the number of crossings of some levels by a sequence of diffusion processes
The limit behavior of the number of crossings of some sequence of levels by the following sequence of random variables $xi_n(0)$, $xi_nleft(frac{1}{m}ight)$,..., $xi_nleft(frac{N}{m}ight)$, as the integers $n$, $m$, $N$ are increasing to infinity in some consistent way, is investigated, where $(xi_n...
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| Format: | Article |
| Language: | English |
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Vasyl Stefanyk Precarpathian National University
2009-12-01
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| Series: | Karpatsʹkì Matematičnì Publìkacìï |
| Online Access: | http://journals.pu.if.ua/index.php/cmp/article/view/30/26 |