On the time of the maximum of Brownian motion with drift.
Journal of Applied Mathematics and Stochastic Analysis (2003)
- Volume: 16, Issue: 3, page 201-207
- ISSN: 2090-3332
Access Full Article
top
How to cite
topBuffet, Emannuel. "On the time of the maximum of Brownian motion with drift.." Journal of Applied Mathematics and Stochastic Analysis 16.3 (2003): 201-207. <http://eudml.org/doc/51065>.
@article{Buffet2003,
author = {Buffet, Emannuel},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {brownian motion with drift; Girsanov's theorem; integral identity},
language = {eng},
number = {3},
pages = {201-207},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the time of the maximum of Brownian motion with drift.},
url = {http://eudml.org/doc/51065},
volume = {16},
year = {2003},
}
TY - JOUR
AU - Buffet, Emannuel
TI - On the time of the maximum of Brownian motion with drift.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 16
IS - 3
SP - 201
EP - 207
LA - eng
KW - brownian motion with drift; Girsanov's theorem; integral identity
UR - http://eudml.org/doc/51065
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.