Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412): Difference between revisions
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Property / cites work: Marginal densities of the least concave majorant of Brownian motion. / rank | |||
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Property / cites work: The concave majorant of Brownian motion / rank | |||
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Revision as of 14:27, 7 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction |
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Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (English)
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5 October 2004
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Brownian motion
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least concave majorant
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