Pages that link to "Item:Q3632958"
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The following pages link to On the joint distribution of $ \sup(B_s-\mu s)$ and $ \inf(B_s-\nu s)$ for Brownian motion $ B_s$ (Q3632958):
Displaying 8 items.
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps (Q357235) (← links)
- On maximum increase and decrease of Brownian motion (Q841505) (← links)
- On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion (Q900549) (← links)
- Joint distribution of Brownian motion and its maximum, with a generalization to correlated BM and applications to barrier options (Q1916232) (← links)
- On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift (Q1946208) (← links)
- On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748) (← links)
- A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)
- Supremum distribution of Bessel process of drifting Brownian motion (Q2787062) (← links)
