A time-reversed representation for the tail probabilities of stationary reflected Brownian motion. (Q1766065)
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scientific article; zbMATH DE number 2138956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.8952948
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0.89418304
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0.87749004
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0.87405276
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0.8667201
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0.8655125
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