Pages that link to "Item:Q1568064"
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The following pages link to On the maximum of the generalized Brownian bridge (Q1568064):
Displaying 23 items.
- An excursion approach to maxima of the Brownian bridge (Q740197) (← links)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary (Q1871214) (← links)
- Distribution function of the blow up time of the solution of an anticipating random fatigue equation (Q2025250) (← links)
- Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
- Some results on the generalized Brownian bridge (Q2090572) (← links)
- Some results on the Brownian meander with drift (Q2181624) (← links)
- A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption (Q2238890) (← links)
- Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries (Q2348321) (← links)
- A model for approximately stretched-exponential relaxation with continuously varying stretching exponents (Q2401474) (← links)
- A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend (Q2567184) (← links)
- Brownian motion conditioned to spend limited time below a barrier (Q2668505) (← links)
- Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude (Q2714357) (← links)
- Joint distributions of partial and global maxima of a Brownian bridge (Q2822096) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time (Q2986700) (← links)
- AN APPLICATION OF THE PARTIAL MALLIAVIN CALCULUS TO BAOUENDI-GRUSHIN OPERATORS (Q3298437) (← links)
- On the distribution of the maximum of brownian bridges with application to regression with correlated errors (Q3350581) (← links)
- A month carlo approximation of the distributions of the maximum of various brownjan bridges (Q3473022) (← links)
- Strongly constrained stochastic processes: the multi-ends Brownian bridge (Q5149673) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)
- The speed of invasion in an advancing population (Q6056527) (← links)
- Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space (Q6166701) (← links)
