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Some results involving the maximum of Brownian motion - MaRDI portal

Some results involving the maximum of Brownian motion (Q4280651)

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scientific article; zbMATH DE number 509992
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Some results involving the maximum of Brownian motion
scientific article; zbMATH DE number 509992

    Statements

    Some results involving the maximum of Brownian motion (English)
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    1 June 1994
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    arc-sine distribution
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    density factorization
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    hitting times
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    exponential barriers
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    Brownian motion
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    Identifiers