Elements related to the largest complete excursion of a...

Stochastic Processes and their Applications 2014 / 12 Vol. 124; Iss. 12

Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score

Chabriac, Claudie, Lagnoux, Agnès, Mercier, Sabine, Vallois, Pierre
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Volume:
124
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2014.07.003
Date:
December, 2014
File:
PDF, 320 KB
english, 2014
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