PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067)
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scientific article; zbMATH DE number 7806762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE for the joint law of the pair of a continuous diffusion and its running maximum |
scientific article; zbMATH DE number 7806762 |
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PDE for the joint law of the pair of a continuous diffusion and its running maximum (English)
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20 February 2024
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diffusion process
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partial differential equation
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running supremum process
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joint law
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