On the trivariate joint distribution of Brownian motion and its maximum and minimum (Q1950748)

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scientific article; zbMATH DE number 6162772
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English
On the trivariate joint distribution of Brownian motion and its maximum and minimum
scientific article; zbMATH DE number 6162772

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    On the trivariate joint distribution of Brownian motion and its maximum and minimum (English)
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    13 May 2013
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    Brownian motion
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    maximum and minimum
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    joint probability distribution
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    Jacobi's triple product identity
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