On a first hit distribution of the running maximum of Brownian motion (Q2145826)
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English | On a first hit distribution of the running maximum of Brownian motion |
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On a first hit distribution of the running maximum of Brownian motion (English)
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20 June 2022
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subordinator
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spectrally negative Lévy process
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excursion
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integral equation
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path transformation
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Brownian motion
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