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Running supremum of Brownian motion in dimension 2: exact and asymptotic results - MaRDI portal

Running supremum of Brownian motion in dimension 2: exact and asymptotic results (Q5030981)

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scientific article; zbMATH DE number 7476251
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English
Running supremum of Brownian motion in dimension 2: exact and asymptotic results
scientific article; zbMATH DE number 7476251

    Statements

    title
    Running supremum of Brownian motion in dimension 2: exact and asymptotic results (English)
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    publication date
    18 February 2022
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    zbMATH Keywords
    Brownian motion
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    running supremum
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    exact distribution
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    exact asymptotics
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    many-source asymptotics
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    high-threshold asymptotics
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60G15
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    60G70
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    zbMATH DE Number
    7476251
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    OpenAlex ID
    W3206764808
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    arXiv ID
    2010.07550
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