On a first hit distribution of the running maximum of Brownian motion

Julien Randon-Furling, Paavo Salminen, Pierre Vallois

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)1204-1221
Number of pages18
JournalStochastic Processes and their Applications
Volume150
DOIs
Publication statusPublished - Aug 2022
MoE publication typeA1 Journal article-refereed

Cite this