Constrained Brownian motion: fluctuations away from circular and parabolic barriers (Q2569220)
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scientific article; zbMATH DE number 2215080
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| English | Constrained Brownian motion: fluctuations away from circular and parabolic barriers |
scientific article; zbMATH DE number 2215080 |
Statements
Constrained Brownian motion: fluctuations away from circular and parabolic barriers (English)
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18 October 2005
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conditioned Brownian bridge
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limiting diffusion process
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0.7491748929023743
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0.7409756779670715
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0.7297549247741699
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0.7294546961784363
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0.7243533730506897
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