On maximum increase and decrease of Brownian motion (Q841505): Difference between revisions
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| Property / DOI: 10.1016/j.anihpb.2006.09.007 / rank | |||
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| Property / author: Paavo H. Salminen / rank | |||
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| Property / author: Paavo H. Salminen / rank | |||
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| Property / arXiv ID: math/0512440 / rank | |||
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| Property / DOI: 10.1016/J.ANIHPB.2006.09.007 / rank | |||
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Latest revision as of 04:52, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On maximum increase and decrease of Brownian motion |
scientific article |
Statements
On maximum increase and decrease of Brownian motion (English)
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17 September 2009
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\(h\)-transform
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time reversal
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path decompositions
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Brownian motion with drift
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excursion process
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maximum process
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Itô measure
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maximum drawdown
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covariance
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catalan's constant
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