On maximum increase and decrease of Brownian motion (Q841505)
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scientific article; zbMATH DE number 5604508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On maximum increase and decrease of Brownian motion |
scientific article; zbMATH DE number 5604508 |
Statements
On maximum increase and decrease of Brownian motion (English)
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17 September 2009
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\(h\)-transform
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time reversal
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path decompositions
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Brownian motion with drift
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excursion process
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maximum process
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Itô measure
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maximum drawdown
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covariance
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catalan's constant
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0.8041788339614868
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0.7821237444877625
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0.7802197933197021
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0.7798594832420349
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0.775422990322113
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