Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779)
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scientific article; zbMATH DE number 6947182
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time since maximum of Brownian motion and asymmetric Lévy processes |
scientific article; zbMATH DE number 6947182 |
Statements
Time since maximum of Brownian motion and asymmetric Lévy processes (English)
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4 October 2018
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Brownian motion
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Lévy process
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extreme statistics
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Wiener-Hopf
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0.8246162533760071
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0.7931593656539917
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0.7925831079483032
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0.7774053812026978
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