Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (Q1881412)
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scientific article; zbMATH DE number 2106223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction |
scientific article; zbMATH DE number 2106223 |
Statements
Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction (English)
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5 October 2004
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Brownian motion
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least concave majorant
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