Pages that link to "Item:Q1586570"
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The following pages link to An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift (Q1586570):
Displaying 28 items.
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Random scaling and sampling of Brownian motion (Q904208) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- The alternating marked point process of \(h\)-slopes of drifted Brownian motion (Q1019609) (← links)
- A converse to a theorem of P. Lévy (Q1107220) (← links)
- Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Markov processes conditioned on their location at large exponential times (Q1999917) (← links)
- Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (Q2040040) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
- Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem (Q2711133) (← links)
- Supremum distribution of Bessel process of drifting Brownian motion (Q2787062) (← links)
- Time-randomized stopping problems for a family of utility functions (Q2810982) (← links)
- The British Russian Option (Q3108365) (← links)
- On the maximum drawdown of a Brownian motion (Q4819444) (← links)
- On some equalities of laws for Brownian motion with drift (Q4944540) (← links)
- Ruin probability in a two-dimensional model with correlated Brownian motions (Q5003356) (← links)
- Integral functionals under the excursion measure (Q5109493) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Distributions of functionals of a skew Brownian motion with discontinuous drift (Q6174429) (← links)
- Elastic drifted Brownian motions and non-local boundary conditions (Q6186386) (← links)
- Extended Lévy's theorem for a two-sided reflection (Q6597231) (← links)
- Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales (Q6633168) (← links)
