Penalizing fractional Brownian motion for being negative (Q2229556)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalizing fractional Brownian motion for being negative |
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Penalizing fractional Brownian motion for being negative (English)
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18 February 2021
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Brownian meander
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Brownian motion
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fractional Brownian motion
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Girsanov's theorem
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persistence probability
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processes conditioned to be positive
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