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SEMINARS |
Seminar on Probability Theory and Mathematical Statistics
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On a first hit distribution of the running maximum of Brownian motion J. Randon-Furling |
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Abstract: 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 |