Pages that link to "Item:Q4215675"
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The following pages link to On a formula of Takács for Brownian motion with drift (Q4215675):
Displaying 12 items.
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- Distributions of occupation times of Brownian motion with drift (Q1302365) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- A lifetime of excursions through random walks and Lévy processes (Q2080138) (← links)
- On a generalization of the arc-sine law (Q2564702) (← links)
- An occupation time identity for reflecting Brownian motion with drift (Q2568552) (← links)
- On the double Laplace transform of the truncated variation of a Brownian motion with drift (Q2970990) (← links)
- Critical epidemics, random graphs, and Brownian motion with a parabolic drift (Q3074501) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
- A note on the α-quantile option (Q4551190) (← links)
- Small drift limit theorems for random walks (Q4684847) (← links)
- On some equalities of laws for Brownian motion with drift (Q4944540) (← links)