Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction |
scientific article |
Statements
Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (English)
0 references
5 October 2004
0 references
Brownian motion
0 references
least concave majorant
0 references
