On the maximum increase and decrease of one-dimensional diffusions (Q2196380)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the maximum increase and decrease of one-dimensional diffusions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum increase and decrease of one-dimensional diffusions |
scientific article |
Statements
On the maximum increase and decrease of one-dimensional diffusions (English)
0 references
2 September 2020
0 references
maximum drawdown
0 references
maximum drawup
0 references
optional sampling
0 references
\(h\)-transform
0 references
Brownian motion with drift
0 references
geometric Brownian motion
0 references
0 references
0 references
0 references
0 references
