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. - Springer. - Vol. 55.2003, 3, p. 487-497
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| Publisher: |
Springer |
| Subject: | Brownian motion | least concave majorant |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616453