Penalizing fractional Brownian motion for being negative (Q2229556)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7312342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Penalizing fractional Brownian motion for being negative |
scientific article; zbMATH DE number 7312342 |
Statements
Penalizing fractional Brownian motion for being negative (English)
0 references
18 February 2021
0 references
Brownian meander
0 references
Brownian motion
0 references
fractional Brownian motion
0 references
Girsanov's theorem
0 references
persistence probability
0 references
processes conditioned to be positive
0 references
0 references
0.7612556219100952
0 references
0.7559778690338135
0 references
0.7545953392982483
0 references
0.745965301990509
0 references
0.7398027181625366
0 references
