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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Latest revision as of 14:27, 7 June 2024

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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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