Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981)

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scientific article; zbMATH DE number 7476251
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Running supremum of Brownian motion in dimension 2: exact and asymptotic results
scientific article; zbMATH DE number 7476251

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    Running supremum of Brownian motion in dimension 2: exact and asymptotic results (English)
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    18 February 2022
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    Brownian motion
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    running supremum
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    exact distribution
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    exact asymptotics
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    many-source asymptotics
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    high-threshold asymptotics
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