L'intégrale du mouvement brownien
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Publication:5285993
DOI10.2307/3214618zbMath0768.60069OpenAlexW2325600461MaRDI QIDQ5285993
Publication date: 29 June 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214618
Gaussian processes (60G15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)
Related Items (5)
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes ⋮ Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral ⋮ Persistence of integrated stable processes ⋮ Some fluctuation identities for Lévy processes with jumps of the same sign ⋮ Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
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