Maximum and minimum of one-dimensional diffusions (Q1165523)
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scientific article; zbMATH DE number 3766813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum and minimum of one-dimensional diffusions |
scientific article; zbMATH DE number 3766813 |
Statements
Maximum and minimum of one-dimensional diffusions (English)
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1982
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recurrent diffusion
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Ornstein-Uhlenbeck process
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time change
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extreme value
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distribution
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