A time-reversed representation for the tail probabilities of stationary reflected Brownian motion-Reference-Cited by-同舟云学术

A time-reversed representation for the tail probabilities of stationary reflected Brownian motion

Published:2002-04 Issue:2 Volume:98 Page:253-287
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dupuis Paul,Ramanan Kavita

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference30 articles.

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