Markovian structure in the concave majorant of Brownian motion (Q2144338)
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scientific article
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| English | Markovian structure in the concave majorant of Brownian motion |
scientific article |
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Markovian structure in the concave majorant of Brownian motion (English)
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13 June 2022
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Brownian motion
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convex minorant
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path decomposition
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0.7797389626502991
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0.7576593160629272
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0.7538142204284668
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0.7411398887634277
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