Pages that link to "Item:Q1038947"
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The following pages link to Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (Q1038947):
Displaying 6 items.
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift (Q538129) (← links)
- Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472) (← links)