Scaled penalization of Brownian motion with drift and the Brownian ascent (Q5126530)
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scientific article; zbMATH DE number 7262315
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| English | Scaled penalization of Brownian motion with drift and the Brownian ascent |
scientific article; zbMATH DE number 7262315 |
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Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent (English)
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20 October 2020
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Brownian ascent
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two-parameter Brownian penalization model
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0.7437993884086609
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0.7314395308494568
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0.7247899770736694
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0.7241882681846619
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