Local maxima of the sample functions of the N-parameter Bessel process

Madan L. Puri and Lanh Tat Tran

Stochastic Processes and their Applications, 1979, vol. 9, issue 2, 137-145

Abstract: In this paper we show that almost every sample function of the N-parameter Bessel process associated with the N-parameter Wiener process has a local maximum. In addition some properties related to the local maxima are investigated.

Keywords: sample; funtions; Weiner; porcess; Bessel; process; local; maxima (search for similar items in EconPapers)
Date: 1979
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