Pages that link to "Item:Q841505"

The following pages link to On maximum increase and decrease of Brownian motion (Q841505):

Displaying 11 items.

• An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
• Maximum loss and maximum gain of spectrally negative Lévy processes (Q1675705) (← links)
• Drawdowns and the speed of market crash (Q1930625) (← links)
• Localization for a random walk in slowly decreasing random potential (Q1942297) (← links)
• Maximum drawdown and drawdown duration of spectrally negative Lévy processes decomposed at extremes (Q2042048) (← links)
• On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
• Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
• Span observables: ``when is a foraging rabbit no longer hungry?'' (Q2302668) (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
• Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
• Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)