On a first hit distribution of the running maximum of Brownian motion
Author:
Funder
Magnus Ehrnroothin Säätiö
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference14 articles.
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4. Forager on a line;Krapivsky;Private Commun.,2017
5. Fluctuations of Lévy Processes with Applications;Kyprianou,2014
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