The following pages link to A stopped Brownian motion formula (Q1216106):
Displayed 27 items.
- On the drawdown of completely asymmetric Lévy processes (Q454869) (← links)
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications (Q550141) (← links)
- Comparisons of control schemes for monitoring the means of processes subject to drifts (Q745464) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- On minimizing drawdown risks of lifetime investments (Q896742) (← links)
- Large deviations for the maxima of some random fields (Q1088280) (← links)
- Some martingales related to cumulative sum tests and single-server queues (Q1231226) (← links)
- Quickest detection with exponential penalty for delay (Q1307093) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
- On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601) (← links)
- On a stopped functional for a bidimensional process (Q2393216) (← links)
- Sequential change detection revisited (Q2426623) (← links)
- Asymptotic behavior of the local score of independent and identically distributed random sequences. (Q2574587) (← links)
- On the double Laplace transform of the truncated variation of a Brownian motion with drift (Q2970990) (← links)
- Drawdowns preceding rallies in the Brownian motion model (Q3437396) (← links)
- Distributional Properties of CUSUM Stopping Times (Q3543505) (← links)
- A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3618557) (← links)
- Distributional Properties of CUSUM Stopping Times and Stopped Processes (Q3630049) (← links)
- A control of a brownian storage system with two switcnover drifts (Q3819810) (← links)
- N-Stage output procedure of a finite dam (Q3867540) (← links)
- Impulse control of a brownian inventory system with supplier uncertainty (Q4036132) (← links)
- Some time-invariant stopping rule problems (Q4327884) (← links)
- Detecting changes in probabilities of a multi—component process (Q4865174) (← links)
- Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks (Q5265877) (← links)
- A Double Band Control Policy of a Brownian Perishable Inventory System (Q5488546) (← links)