Search results
From MaRDI portal
- time of geometric Brownian motion from stochastic exponential boundaries 2018-10-15 Paper On the computation of the survival probability of Brownian motion...10 bytes (16 words) - 05:35, 7 October 2023
- 2000-09-03 Paper Optimal stopping and maximal inequalities for geometric Brownian motion 2000-01-24 Paper On the Russian option: The expected waiting time...10 bytes (18 words) - 05:23, 13 December 2023
- CONDITIONS OF THE OPTIMAL STOPPING TIME : THE CASES OF GEOMETRIC BROWNIAN MOTION AND ARITHMETIC BROWNIAN MOTION 2005-03-21 Paper...10 bytes (16 words) - 03:05, 25 September 2023
- Publication Type The quadratic variation of Brownian motion on a time scale 2012-09-18 Paper Brownian Motion Indexed by a Time Scale 2011-06-07 Paper The...10 bytes (16 words) - 12:43, 7 October 2023
- probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem 1999-08-22 Paper Brownian motion on the hyperbolic plane and...10 bytes (16 words) - 20:00, 24 September 2023
- deviation for mixed fractional Brownian motion with trend 2022-07-05 Paper Small deviations for mixed fractional Brownian motion with trend and with Hurst index...10 bytes (19 words) - 19:11, 8 December 2023
- conditioned Brownian motion in Lipschitz domains 1985-01-01 Paper Exit times for symmetric stable processes in \(R^ n\). 1983-01-01 Paper Brownian motion with...10 bytes (18 words) - 00:48, 12 December 2023
- Time of the Ultimate Maximum for Brownian Motion with Drift 2008-10-17 Paper Predicting the last zero of Brownian motion with drift 2008-05-15 Paper A Change-of-Variable...10 bytes (16 words) - 12:38, 9 December 2023
- fractional Brownian motion 2014-04-10 Paper Spectral characterization of the quadratic variation of mixed Brownian-fractional Brownian motion 2013-08-02...10 bytes (16 words) - 18:01, 8 December 2023
- A characterization of \(h\)-Brownian motion by its exit distributions 1992-06-28 Paper A characterization of Brownian motion in a Lipschitz domain by its...10 bytes (17 words) - 00:25, 10 December 2023
- fluctuations of geometric \(q\)-TASEP, geometric \(q\)-PushTASEP and \(q\)-PushASEP 2022-04-28 Paper Upper tail decay of KPZ models with Brownian initial conditions...10 bytes (16 words) - 22:31, 9 December 2023
- 2002-08-14 Paper Brownian motion reflected on Brownian motion 2002-07-29 Paper Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst...10 bytes (17 words) - 11:56, 9 December 2023
- integration with respect to \(q\) Brownian motion 2003-05-04 Paper The Lévy area process for the free Brownian motion 2002-02-17 Paper On certain Markov...10 bytes (18 words) - 15:56, 7 December 2023
- Paper Parameter identification for the discretely observed geometric fractional Brownian motion 2020-03-27 Paper https://portal.mardi4nfdi.de/entity/Q5197273...10 bytes (18 words) - 22:05, 10 December 2023
- Paper Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion 2009-08-24 Paper Transient nearest neighbor random...10 bytes (16 words) - 19:35, 8 December 2023
- fractional Brownian motion 1996-10-20 Paper https://portal.mardi4nfdi.de/entity/Q4867641 1996-03-25 Paper Some geometric properties of Brownian motion on Sierpiński...10 bytes (16 words) - 01:08, 10 December 2023
- with resistance 2018-06-29 Paper G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion 2018-06-21 Paper Gradient estimates...10 bytes (18 words) - 20:03, 9 December 2023
- Type Parameter identification for the discretely observed geometric fractional Brownian motion 2020-03-27 Paper Pricing equity warrants with a promised...10 bytes (18 words) - 18:12, 12 December 2023
- de/entity/Q4946126 2001-03-28 Paper Brownian Motion and Harmonic Analysis on Sierpinski Carpets 2000-09-24 Paper Variably skewed Brownian motion 2000-05-18 Paper https://portal...10 bytes (19 words) - 20:32, 8 December 2023
- maximum for a variety of constrained Brownian motions 2008-09-24 Paper The first-passage area for drifted Brownian motion and the moments of the Airy distribution...10 bytes (18 words) - 18:45, 9 December 2023
