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On certain functionals of the maximum of Brownian motion and their applications - MaRDI portal

On certain functionals of the maximum of Brownian motion and their applications (Q906922)

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On certain functionals of the maximum of Brownian motion and their applications
scientific article

    Statements

    title
    On certain functionals of the maximum of Brownian motion and their applications (English)
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    author
    Anthony Perret
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    Alain Comtet
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    Satya N. Majumdar
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    Grégory Schehr
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    publication date
    1 February 2016
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    zbMATH Keywords
    Brownian motion
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    extreme statistics
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    path integral
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    cites work
    Q5538132
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    Q3377477
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    Q4938946
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    Q4170017
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    Q3756256
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    Q4524565
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    Brownian local times
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    Q5775184
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    Q5715572
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    Q3682518
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    Q4515165
    0 references
    Q5569399
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    Identifiers

    Mathematics Subject Classification ID
    82B41
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    60J65
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    60G70
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    05C80
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    zbMATH DE Number
    6537586
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    OpenAlex ID
    W3100365275
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    arXiv ID
    1502.01218
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