Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (Q1038947)
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scientific article; zbMATH DE number 5636457
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| English | Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon |
scientific article; zbMATH DE number 5636457 |
Statements
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (English)
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20 November 2009
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Gaussian random walk
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maximum
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Riemann zeta function
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Euler-MacLaurin summation
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equidistant sampling of Brownian motion
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finite horizon
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0.9312004
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0.8937311
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0.88397235
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0.87910134
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0.8705773
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0.8682176
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0.8649148
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