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Three dimensional distribution of Brownian motion extrema - MaRDI portal

Three dimensional distribution of Brownian motion extrema (Q5410811)

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scientific article; zbMATH DE number 6286606
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Three dimensional distribution of Brownian motion extrema
scientific article; zbMATH DE number 6286606

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    Three dimensional distribution of Brownian motion extrema (English)
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    17 April 2014
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    method of images
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    3D Wiener process
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    distribution of minimum
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    maximum
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