The maximal drawdown of the Brownian meander (Q2517267)

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The maximal drawdown of the Brownian meander
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    Statements

    title
    The maximal drawdown of the Brownian meander (English)
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    author
    Zhan Shi
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    Marc Yor
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    Yue Yun Hu
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    publication date
    17 August 2015
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    zbMATH Keywords
    Brownian meander
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    Bessel process
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    maximal drawdown
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    Identifiers

    DOI
    10.1214/ECP.v20-3945
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    zbMATH DE Number
    6473038
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    arXiv ID
    1604.04765
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    OpenAlex ID
    W3104852013
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