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Covariance of the running range of a Brownian trajectory - MaRDI portal

Covariance of the running range of a Brownian trajectory (Q5058343)

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scientific article; zbMATH DE number 7634856
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Covariance of the running range of a Brownian trajectory
scientific article; zbMATH DE number 7634856

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    Covariance of the running range of a Brownian trajectory (English)
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    20 December 2022
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    extremal values of Brownian motion
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    running range
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    temporal correlations
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