Pages that link to "Item:Q4686779"
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The following pages link to Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779):
Displaying 4 items.
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit (Q5056234) (← links)
- Stochastic entropy production in diffusive systems (Q5059819) (← links)
