Pages that link to "Item:Q3526016"

The following pages link to On the time to reach maximum for a variety of constrained Brownian motions (Q3526016):

Displaying 18 items.

• On distributions of functionals of anomalous diffusion paths (Q616242) (← links)
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records (Q647824) (← links)
• Random convex hulls and extreme value statistics (Q967627) (← links)
• Hidden geometry of bidirectional grid-constrained stochastic processes (Q2039161) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• Universal order statistics for random walks \& Lévy flights (Q2107263) (← links)
• Extreme value statistics of correlated random variables: a pedagogical review (Q2187814) (← links)
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks (Q3301119) (← links)
• Intermediate-level crossings of a first-passage path (Q3302313) (← links)
• Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou (Q3605235) (← links)
• Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779) (← links)
• Conditioning diffusion processes with killing rates (Q5043080) (← links)
• Statistics of the maximum and the convex hull of a Brownian motion in confined geometries (Q5049958) (← links)
• Conditioning two diffusion processes with respect to their first-encounter properties (Q5054702) (← links)
• Conditioning diffusion processes with respect to the local time at the origin (Q5055381) (← links)
• Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension (Q5132526) (← links)
• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes (Q6042911) (← links)
• Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier (Q6168153) (← links)