Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time and place of the maximum for one-dimensional diffusion bridges and meanders |
scientific article |
Statements
Time and place of the maximum for one-dimensional diffusion bridges and meanders (English)
0 references
5 July 2021
0 references
agreement formula
0 references
Bessel process
0 references
Brownian scaling
0 references
diffusion bridge
0 references
divergent series
0 references
extremal value
0 references
meander
0 references
skew Brownian motion
0 references
0 references
0 references
0 references
0 references