Markovian structure in the concave majorant of Brownian motion (Q2144338)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian structure in the concave majorant of Brownian motion |
scientific article |
Statements
Markovian structure in the concave majorant of Brownian motion (English)
0 references
13 June 2022
0 references
Brownian motion
0 references
convex minorant
0 references
path decomposition
0 references
0 references
