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Time since maximum of Brownian motion and asymmetric Lévy processes - MaRDI portal

Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779)

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scientific article; zbMATH DE number 6947182
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Time since maximum of Brownian motion and asymmetric Lévy processes
scientific article; zbMATH DE number 6947182

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    Time since maximum of Brownian motion and asymmetric Lévy processes (English)
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    4 October 2018
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    Brownian motion
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    Lévy process
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    extreme statistics
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    Wiener-Hopf
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