The correlation of the maxima of correlated Brownian motions (Q5754697): Difference between revisions

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Latest revision as of 13:56, 26 June 2024

scientific article; zbMATH DE number 5181965
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English
The correlation of the maxima of correlated Brownian motions
scientific article; zbMATH DE number 5181965

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    The correlation of the maxima of correlated Brownian motions (English)
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    23 August 2007
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    Brownian motion
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    correlation
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    Kantorovich-Lebedev transform
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