Predicting the last zero of Brownian motion with drift (Q3498585): Difference between revisions

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+Jacques Du Toit
@@ Property / author: Jacques Du Toit / rank @@
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+MaRDI publication profile
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+W2116733708
@@ Property / OpenAlex ID: W2116733708 / rank @@
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@@ Property / arXiv ID @@
+.3415
@@ Property / arXiv ID: 0712.3415 / rank @@
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@@ Property / cites work @@
+Heuristic Approach to the Kolmogorov-Smirnov Theorems
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@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
+Normal rank
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+On Certain Confidence Contours for Distribution Functions
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@@ Property / cites work @@
+A change-of-variable formula with local time on curves
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ Property / cites work @@
+On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems
+Normal rank