The joint density of the maximum and its location for a Wiener process with drift (Q4188539)
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scientific article; zbMATH DE number 3626380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint density of the maximum and its location for a Wiener process with drift |
scientific article; zbMATH DE number 3626380 |
Statements
The joint density of the maximum and its location for a Wiener process with drift (English)
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1979
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Wiener Process
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Location of the Maximum
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Joint Density
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Brownian Motion
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Many-Particle Dynamical Systems
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Perturbation Theory
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Diffusion Equation
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