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Teoriya Veroyatnostei i ee Primeneniya, 1964, Volume 9, Issue 2, Pages 373–378 (Mi tvp384)  

Short Communications

Über die Verteilung der Maximumstellen des Diffusionsprozesses mit dem variabelen Parameter

W. I. Babkin

Moskau
Abstract: The distribution function, density function, and characteristic function are found for the position of the maximum of a diffusion process whose parameter changes at a point.
Received: 09.02.1963
English version:
Theory of Probability and its Applications, 1964, Volume 9, Issue 2, Pages 338–342
DOI: https://doi.org/10.1137/1109049
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: W. I. Babkin, “Über die Verteilung der Maximumstellen des Diffusionsprozesses mit dem variabelen Parameter”, Teor. Veroyatnost. i Primenen., 9:2 (1964), 373–378; Theory Probab. Appl., 9:2 (1964), 338–342
Citation in format AMSBIB
\Bibitem{Bab64}
\by W.~I.~Babkin
\paper \"Uber die Verteilung der Maximumstellen des Diffusionsprozesses mit dem variabelen Parameter
\jour Teor. Veroyatnost. i Primenen.
\yr 1964
\vol 9
\issue 2
\pages 373--378
\mathnet{http://mi.mathnet.ru/tvp384}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=163351}
\zmath{https://zbmath.org/?q=an:0133.40603}
\transl
\jour Theory Probab. Appl.
\yr 1964
\vol 9
\issue 2
\pages 338--342
\crossref{https://doi.org/10.1137/1109049}
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