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

Julien Randon-Furling, Paavo Salminen, Pierre Vallois

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	1204-1221
Number of pages	18
Journal	Stochastic Processes and their Applications
Volume	150
DOIs	https://doi.org/10.1016/j.spa.2021.12.015
Publication status	Published - Aug 2022
MoE publication type	A1 Journal article-refereed

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title = "On a first hit distribution of the running maximum of Brownian motion",

author = "Julien Randon-Furling and Paavo Salminen and Pierre Vallois",

year = "2022",

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language = "English",

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pages = "1204--1221",

journal = "Stochastic Processes and their Applications",

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T1 - On a first hit distribution of the running maximum of Brownian motion

AU - Randon-Furling, Julien

AU - Salminen, Paavo

AU - Vallois, Pierre

PY - 2022/8

Y1 - 2022/8

U2 - https://doi.org/10.1016/j.spa.2021.12.015

DO - https://doi.org/10.1016/j.spa.2021.12.015

M3 - Article

VL - 150

SP - 1204

EP - 1221

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

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