Extremes of diffusions over fixed intervals
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Cites work
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Cited in
(4)- Extreme value distributions of noncolliding diffusion processes
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions
- Extreme hitting probabilities for diffusion*
- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
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