Some remarks on the maximum of a one-dimensional diffusion process (Q5454096)
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scientific article; zbMATH DE number 5257602
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| English | Some remarks on the maximum of a one-dimensional diffusion process |
scientific article; zbMATH DE number 5257602 |
Statements
3 April 2008
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Brownian motion
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first-crossing time
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random time-change
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0.8403595089912415
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0.7995571494102478
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0.7888262271881104
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0.7791992425918579
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0.7621577978134155
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