Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981)
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scientific article; zbMATH DE number 7476251
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| English | Running supremum of Brownian motion in dimension 2: exact and asymptotic results |
scientific article; zbMATH DE number 7476251 |
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Running supremum of Brownian motion in dimension 2: exact and asymptotic results (English)
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18 February 2022
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Brownian motion
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running supremum
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exact distribution
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exact asymptotics
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many-source asymptotics
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high-threshold asymptotics
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0.7929751873016357
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0.7461222410202026
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0.7408472895622253
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0.7394413948059082
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