The principal investigator will extend his past results on sojourn times, local times and extremes of stochastic processes to the multidimensional case. The investigator has found many distributional and structural results about the above functionals in the one dimensional case. Since these processes are used extensively as models in many situations, the properties of these functionals are important from the applications point of view. A related concept is the multiplicity of values of the sample functions of stochastic processes. Properties of sets of points of multiplicity m have been studied for Markov and other processes. The investigator will extend these ideas to multi- dimensional case.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8801188
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1988-07-01
Budget End
1991-12-31
Support Year
Fiscal Year
1988
Total Cost
$68,495
Indirect Cost
Name
New York University
Department
Type
DUNS #
City
New York
State
NY
Country
United States
Zip Code
10012