On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748)
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English | On the trivariate joint distribution of Brownian motion and its maximum and minimum |
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On the trivariate joint distribution of Brownian motion and its maximum and minimum (English)
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13 May 2013
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Brownian motion
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maximum and minimum
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joint probability distribution
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Jacobi's triple product identity
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