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

Igor Rychlik, Eva Sjö

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	291-307
Journal	Methodology and Computing in Applied Probability
Volume	4
Publication status	Published - 2002
Externally published	Yes

Subject classification (UKÄ)

@article{f2216a4cd0a04c18a4eb68c088daa5c2,

title = "Position and height of the global maximum of a twice differentiable stochastic process",

keywords = "stochastic process, global maximum, supremum, extremes, generalized Rice's formula",

author = "Igor Rychlik and Eva Sj{\"o}",

year = "2002",

language = "English",

volume = "4",

pages = "291--307",

journal = "Methodology and Computing in Applied Probability",

issn = "1573-7713",

publisher = "Springer",

}

TY - JOUR

T1 - Position and height of the global maximum of a twice differentiable stochastic process

AU - Rychlik, Igor

AU - Sjö, Eva

PY - 2002

Y1 - 2002

KW - stochastic process

KW - global maximum

KW - supremum

KW - extremes

KW - generalized Rice's formula

M3 - Article

SN - 1573-7713

VL - 4

SP - 291

EP - 307

JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

ER -