On the time to reach maximum for a variety of constrained Brownian motions-Reference-Cited by-同舟云学术

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On the time to reach maximum for a variety of constrained Brownian motions

Published:2008-08-01 Issue:36 Volume:41 Page:365005
ISSN:1751-8113
Container-title:Journal of Physics A: Mathematical and Theoretical
language:
Short-container-title:J. Phys. A: Math. Theor.

Author:

Majumdar Satya N,Randon-Furling Julien,Kearney Michael J,Yor Marc

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

Link

http://stacks.iop.org/1751-8121/41/i=36/a=365005/pdf

Reference29 articles.

1. Exponential Functionals of Brownian Motion and Related Processes

2. On the Analysis of Linear Probing Hashing

3. On a random area variable arising in discrete-time queues and compact directed percolation

4. Exact Maximal Height Distribution of Fluctuating Interfaces

5. Extreme statistics for time series: Distribution of the maximum relative to the initial value

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