Joint distributions of partial and global maxima of a Brownian bridge
From MaRDI portal
Publication:2822096
DOI10.1088/1751-8113/49/33/335002zbMath1346.62100arXiv1608.02161WikidataQ62269518 ScholiaQ62269518MaRDI QIDQ2822096
Olivier Bénichou, Carlos Mejía-Monasterio, P. L. Krapivskij, G. Oshanin
Publication date: 27 September 2016
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.02161