Amanote Research
Register
Sign In
On the Increments of the Principal Value of Brownian Motion Local Time
International Journal of Contemporary Mathematical Sciences
doi 10.12988/ijcms.2007.07089
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 2007
Authors
A. Bahram
Publisher
Hikari, Ltd.
Related search
Birth–death Chains and the Local Time of Brownian Motion
Bulletin of the Australian Mathematical Society
Mathematics
Approximation of Random Variables by Functionals of the Increments of a Fractional Brownian Motion
Theory of Probability and Mathematical Statistics
Uncertainty
Statistics
Probability
On the Global Asymptotic Behavior of Brownian Local Time on the Circle
Transactions of the American Mathematical Society
Mathematics
Applied Mathematics
Electrical Noise, Brownian Motion and the Arrow of Time
Journal of Modern Physics
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Stochastic Analysis and Applications
Uncertainty
Applied Mathematics
Statistics
Probability
Controlling the Time Discretization Bias for the Supremum of Brownian Motion
ACM Transactions on Modeling and Computer Simulation
Modeling
Computer Science Applications
Simulation
On the Maximum Drawdown of a Brownian Motion
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
On Moments of the Integrated Exponential Brownian Motion
European Physical Journal Plus
Astronomy
Physics
On the Time Spent Above a Level by Brownian Motion With Negative Drift
Advances in Applied Probability
Applied Mathematics
Statistics
Probability