Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (Q5239327)
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scientific article; zbMATH DE number 7120335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time |
scientific article; zbMATH DE number 7120335 |
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Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time (English)
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22 October 2019
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Brownian motion
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first-passage problems
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extreme value problems
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