On the quantiles of Brownian motion and their hitting times
Author:
Affiliation:
1. Department of Statistics, London School of Economics
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Distribution-free properties of isotonic regression;Electronic Journal of Statistics;2019-01-01
2. The Vervaat transform of Brownian bridges and Brownian motion;Electronic Journal of Probability;2015-01-01
3. The quantile transform of simple walks and Brownian motion;Electronic Journal of Probability;2015-01-01
4. Subordinated Brownian Motion: Last Time the Process Reaches its Supremum;Sankhya A;2014-09-19
5. Mathematical Methods for Financial Markets;SPRINGER FINANC;2009
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