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Position and height of the global maximum of a twice differentiable stochastic process

Rychlik, Igor LU and Sjö, Eva (2002) In Methodology and Computing in Applied Probability 4. p.291-307
Please use this url to cite or link to this publication:
author
and
publishing date
type
Contribution to journal
publication status
published
subject
keywords
stochastic process, global maximum, supremum, extremes, generalized Rice's formula
in
Methodology and Computing in Applied Probability
volume
4
pages
291 - 307
publisher
Springer
ISSN
1573-7713
language
English
LU publication?
no
id
f2216a4c-d0a0-4c18-a4eb-68c088daa5c2 (old id 636688)
date added to LUP
2016-04-04 10:38:22
date last changed
2018-11-21 20:59:55
@article{f2216a4c-d0a0-4c18-a4eb-68c088daa5c2,
  author       = {{Rychlik, Igor and Sjö, Eva}},
  issn         = {{1573-7713}},
  keywords     = {{stochastic process; global maximum; supremum; extremes; generalized Rice's formula}},
  language     = {{eng}},
  pages        = {{291--307}},
  publisher    = {{Springer}},
  series       = {{Methodology and Computing in Applied Probability}},
  title        = {{Position and height of the global maximum of a twice differentiable stochastic process}},
  volume       = {{4}},
  year         = {{2002}},
}