Bounding the maximal height of a diffusion by the time elapsed

DOI10.1023/A:1017505509361zbMath0999.60076MaRDI QIDQ5952044

Goran Peskir

Publication date: 2 December 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

diffusiongeneratorstopping time

Mathematics Subject Classification ID

Diffusion processes (60J60)

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