Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact asymptotics of component-wise extrema of two-dimensional Brownian motion |
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Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (English)
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21 May 2021
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two-dimensional Brownian motion
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exact asymptotics
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component-wise extrema
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quadratic programming problem
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generalised Pickands-Piterbarg constants
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