Pages that link to "Item:Q1090006"
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The following pages link to On the joint distribution of the maximum and its location for a linear diffusion (Q1090006):
Displaying 20 items.
- Analysis and rejection sampling of Wright-Fisher diffusion bridges (Q481668) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- Dynamic analysis of some relational databases parameters (Q672987) (← links)
- A point process associated with local maxima of Brownian motion (Q707601) (← links)
- Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times) (Q1263885) (← links)
- Large finite population queueing systems: The single-server model (Q1338765) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Favourite sites of transient Brownian motion (Q1965903) (← links)
- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum (Q2016261) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Distributions of the location of maximuma and minimuma for diffusions with jumps (Q2452615) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- On the minimum of a conditioned Brownian bridge (Q4646606) (← links)
- Trie size in a dynamic list structure (Q5044775) (← links)
- Volterra integral equations of the first kind and applications to linear diffusions (Q5125069) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- A one-dimensional optimization algorithm and its convergence rate under the Wiener measure (Q5946394) (← links)
- Elastic drifted Brownian motions and non-local boundary conditions (Q6186386) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)