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

1 Citation (Scopus)
23 Downloads (Pure)
Original languageEnglish
Pages (from-to)1204-1221
Number of pages18
JournalStochastic Processes and their Applications
Publication statusPublished - Aug 2022
MoE publication typeA1 Journal article-refereed

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