Characterization - Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
| Year of publication: |
2003
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| Authors: | Carolan, Chris ; Dykstra, Richard |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 55.2003, 3, p. 487-498
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