Covariance of the running range of a Brownian trajectory (Q5058343)
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scientific article; zbMATH DE number 7634856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance of the running range of a Brownian trajectory |
scientific article; zbMATH DE number 7634856 |
Statements
Covariance of the running range of a Brownian trajectory (English)
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20 December 2022
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extremal values of Brownian motion
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running range
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temporal correlations
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