On functionals of the adjusted range process

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DOI10.2307/3214077zbMath0621.60088OpenAlexW2321200596MaRDI QIDQ3757103

Gerard Hooghiemstra

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214077

zbMATH Keywords

Brownian motion Wiener measure distributions of simple functionals

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

On first range times of linear diffusions

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