Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
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Publication:5246178
DOI10.1239/aap/1427814588zbMath1310.60114arXiv1304.8093OpenAlexW3104999188MaRDI QIDQ5246178
Publication date: 17 April 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.8093
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