Maximum and minimum of one-dimensional diffusions (Q1165523): Difference between revisions
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Revision as of 00:33, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum and minimum of one-dimensional diffusions |
scientific article |
Statements
Maximum and minimum of one-dimensional diffusions (English)
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1982
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recurrent diffusion
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Ornstein-Uhlenbeck process
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time change
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extreme value
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distribution
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