Pages that link to "Item:Q894488"
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The following pages link to Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (Q894488):
Displaying 6 items.
- Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score (Q744244) (← links)
- Duality between the local score of one sequence and constrained hidden Markov model (Q2157385) (← links)
- Probability density function of the local score position (Q2274252) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
