Distribution of Trend Height and Length for Brownian Motion with a Drift (Q3429720)
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scientific article; zbMATH DE number 5139667
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| English | Distribution of Trend Height and Length for Brownian Motion with a Drift |
scientific article; zbMATH DE number 5139667 |
Statements
Distribution of Trend Height and Length for Brownian Motion with a Drift (English)
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2 April 2007
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Brownian motion
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linear drift
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trend height and length
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trend change
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Laplace transform
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0.688412606716156
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0.6828101277351379
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0.672763466835022
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0.6692678928375244
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0.6683861613273621
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