Predicting the last zero of Brownian motion with drift
Author:
Affiliation:
1. a School of Mathematics , The University of Manchester , Oxford Road, Manchester, M13 9PL, UK
2. b Steklov Mathematical Institute , Gubkina Street 8, 119991, Moscow, Russia
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500701840950
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1. Heuristic Approach to the Kolmogorov-Smirnov Theorems
2. The trap of complacency in predicting the maximum
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4. On Certain Confidence Contours for Distribution Functions
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