Subordinated Brownian motion: last time the process reaches its supremum (Q2352336)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subordinated Brownian motion: last time the process reaches its supremum |
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Subordinated Brownian motion: last time the process reaches its supremum (English)
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30 June 2015
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subordinated Brownian motion
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negative drift
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Wiener-Hopf factorization
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generalized gamma convolution
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