Pages that link to "Item:Q4215675"

The following pages link to On a formula of Takács for Brownian motion with drift (Q4215675):

Displaying 7 items.

• Optimal investment strategy to minimize occupation time (Q993736) (← links)
• Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
• A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
• Critical epidemics, random graphs, and Brownian motion with a parabolic drift (Q3074501) (← links)
• Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
• A note on the α-quantile option (Q4551190) (← links)
• Small drift limit theorems for random walks (Q4684847) (← links)