Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
PDE for the joint law of the pair of a continuous diffusion and its running maximum - MaRDI portal

PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067)

From MaRDI portal
scientific article; zbMATH DE number 7806762
Language Label Description Also known as
English
PDE for the joint law of the pair of a continuous diffusion and its running maximum
scientific article; zbMATH DE number 7806762

    Statements

    title
    PDE for the joint law of the pair of a continuous diffusion and its running maximum (English)
    0 references
    author
    Laure Coutin
    0 references
    Monique Pontier
    0 references
    publication date
    20 February 2024
    0 references
    zbMATH Keywords
    diffusion process
    0 references
    partial differential equation
    0 references
    running supremum process
    0 references
    joint law
    0 references
    cites work
    Q4272982
    0 references
    Double Lookbacks
    0 references

    Identifiers

    arXiv ID
    2301.02442
    0 references
    DOI
    10.1017/apr.2022.76
    0 references
    Mathematics Subject Classification ID
    60J60
    0 references
    60G70
    0 references
    60H10
    0 references
    zbMATH DE Number
    7806762
    0 references
    OpenAlex ID
    W2892531076
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6198067&oldid=37636896"
    Powered by MediaWiki