Probability that the maximum of the reflected Brownian motion over a finite interval $[0,t]$ is achieved by its last zero before $t$.
Mercier, Sabine, Lagnoux, Agnès, Vallois, PierreVolume:
20
Year:
2015
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ECP.v20-4279
File:
PDF, 340 KB
english, 2015