The joint density of the maximum and its location for a Wiener process with drift
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Publication:4188539
DOI10.2307/3212910zbMath0403.60072OpenAlexW4234280480MaRDI QIDQ4188539
Publication date: 1979
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212910
Brownian MotionPerturbation TheoryWiener ProcessDiffusion EquationJoint DensityLocation of the MaximumMany-Particle Dynamical Systems
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