Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761)

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Time and place of the maximum for one-dimensional diffusion bridges and meanders
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    Time and place of the maximum for one-dimensional diffusion bridges and meanders (English)
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    5 July 2021
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    agreement formula
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    Bessel process
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    Brownian scaling
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    diffusion bridge
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    divergent series
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    extremal value
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    meander
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    skew Brownian motion
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