Pages that link to "Item:Q1885406"
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The following pages link to On the time of the maximum of Brownian motion with drift (Q1885406):
Displaying 12 items.
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon (Q1038947) (← links)
- Approximations for the maximum of a vector-valued stochastic process with drift (Q1882117) (← links)
- An extremum problem for some class of Brownian motions with drifts (Q2248592) (← links)
- Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
- Busemann process and semi-infinite geodesics in Brownian last-passage percolation (Q2686606) (← links)
- The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243) (← links)
- (Q4529807) (← links)
- Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779) (← links)
- On the time spent above a level by Brownian motion with negative drift (Q4727962) (← links)
- On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals (Q5410962) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
