Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time and place of the maximum for one-dimensional diffusion bridges and meanders |
scientific article |
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Time and place of the maximum for one-dimensional diffusion bridges and meanders (English)
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5 July 2021
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agreement formula
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Bessel process
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Brownian scaling
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diffusion bridge
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divergent series
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extremal value
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meander
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skew Brownian motion
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0.7623805999755859
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0.7570608854293823
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