A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. |
scientific article |
Statements
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (English)
0 references
25 February 2005
0 references
reflected Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
