Pages that link to "Item:Q1298340"
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The following pages link to The law of the maximum of a Bessel bridge (Q1298340):
Displaying 16 items.
- On an approach to boundary crossing by stochastic processes (Q335661) (← links)
- On exact simulation algorithms for some distributions related to Jacobi theta functions (Q1036738) (← links)
- On the distribution of ranked heights of excursions of a Brownian bridge. (Q1872189) (← links)
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282) (← links)
- On excursions inside an excursion (Q2029765) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- High excursions of Bessel and related random processes (Q2186651) (← links)
- Exact simulation of the first-passage time of diffusions (Q2316185) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (Q2750962) (← links)
- Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Volterra integral equations of the first kind and applications to linear diffusions (Q5125069) (← links)
- On first exit times and their means for Brownian bridges (Q5235049) (← links)
- The distribution function for the maximal height of \(N\) non-intersecting Bessel paths (Q6158138) (← links)
- Construction and sample path properties of Brownian house-moving between two curves (Q6671899) (← links)
