|
СЕМИНАРЫ |
Городской семинар по теории вероятностей и математической статистике
|
|||
|
On a first hit distribution of the running maximum of Brownian motion Ж. Рандон-Фурлинг |
|||
Аннотация: Considering the running maximum Reference: Randon-Furling, Salminen, Vallois. "On a first hit distribution of the running maximum of Brownian motion." Stochastic Processes and their Applications (2022) https://www.sciencedirect.com/science/article/pii/S0304414921002258 |