Pages that link to "Item:Q1885406"

The following pages link to On the time of the maximum of Brownian motion with drift (Q1885406):

Displaying 32 items.

• An arctangent law (Q297143) (← links)
• Chernoff's distribution and differential equations of parabolic and Airy type (Q472386) (← links)
• The maximum of Brownian motion with parabolic drift (Q638354) (← links)
• The maximum of Brownian motion minus a parabola (Q638355) (← links)
• Asymptotics of the maximum of Brownian motion under Erlangian sampling (Q740461) (← links)
• On maximum increase and decrease of Brownian motion (Q841505) (← links)
• 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)
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift (Q1126151) (← links)
• Sunset over Brownistan (Q1185783) (← links)
• Fixed width interval estimation for the reciprocal drift of Brownian motion (Q1193966) (← links)
• An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift (Q1586570) (← links)
• On the excursions of drifted Brownian motion and the successive passage times of Brownian motion (Q1619591) (← links)
• Approximations for the maximum of a vector-valued stochastic process with drift (Q1882117) (← links)
• The distribution of the quantile of a Brownian motion with drift and the pricing of related path-dependent options (Q1901080) (← links)
• Some results on the Brownian meander with drift (Q2181624) (← 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)
• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift (Q2402174) (← links)
• Range of Brownian motion with drift (Q2433961) (← links)
• Busemann process and semi-infinite geodesics in Brownian last-passage percolation (Q2686606) (← links)
• Supremum distribution of Bessel process of drifting Brownian motion (Q2787062) (← links)
• The ruin probability and minimum excursion for Brownian motion with drift (Q2924244) (← links)
• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise (Q2930243) (← links)
• Exponential models, brownian motion, and independence (Q3833411) (← links)
• On a formula of Takács for Brownian motion with drift (Q4215675) (← 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)
• On the Location of the Maximum of a Continuous Stochastic Process (Q5416547) (← links)
• Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)