Pages that link to "Item:Q1302365"

The following pages link to Distributions of occupation times of Brownian motion with drift (Q1302365):

Displaying 10 items.

• An interesting property of the arcsine distribution and its applications (Q894579) (← links)
• Closed-form solutions to stochastic process switching problems (Q952681) (← links)
• Optimal investment strategy to minimize occupation time (Q993736) (← links)
• Brownian motion conditioned to spend limited time below a barrier (Q2668505) (← links)
• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243) (← links)
• Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
• Occupation times of alternating renewal processes with Lévy applications (Q4611287) (← links)
• Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)
• Expected median of a shifted Brownian motion: Theory and calculations (Q6054402) (← links)
• The speed of invasion in an advancing population (Q6056527) (← links)