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A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. - MaRDI portal

A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065)

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scientific article; zbMATH DE number 2138956
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A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
scientific article; zbMATH DE number 2138956

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    A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (English)
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    25 February 2005
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    reflected Brownian motion
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