Pages that link to "Item:Q3299450"

The following pages link to Joint law of an Ornstein–Uhlenbeck process and its supremum (Q3299450):

Displaying 2 items.

• PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
• A pseudo-likelihood estimator of the Ornstein–Uhlenbeck parameters from suprema observations (Q6493986) (← links)