Pages that link to "Item:Q1302365"

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

Displaying 22 items.

• An interesting property of the arcsine distribution and its applications (Q894579) (← links)
• The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts (Q946490) (← links)
• Closed-form solutions to stochastic process switching problems (Q952681) (← links)
• Optimal investment strategy to minimize occupation time (Q993736) (← links)
• Some applications of occupation times of Brownian motion with drift in mathematical finance (Q1302366) (← links)
• On the quantiles of Brownian motion and their hitting times (Q1767480) (← links)
• Corridor options and arc-sine law. (Q1884834) (← links)
• Some formulae for a new type of path-dependent option (Q1901079) (← links)
• The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options (Q1901080) (← links)
• A proof of Dassios' representation of the \(\alpha\)-quantile of Brownian motion with drift (Q1909401) (← links)
• On a generalization of the arc-sine law (Q2564702) (← 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)
• Probability Characteristics of Downfalls of Brownian Motion with Drift (Q3429699) (← links)
• Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
• On a formula of Takács for Brownian motion with drift (Q4215675) (← links)
• (Q4367499) (← 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)
• On the time spent above a level by Brownian motion with negative drift (Q4727962) (← links)
• Expected median of a shifted Brownian motion: Theory and calculations (Q6054402) (← links)
• The speed of invasion in an advancing population (Q6056527) (← links)