A conditional limit law result on the location of the maximum of Brownian motion
β Scribed by George Mathew; William P. McCormick
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 208 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
THE LINEARIZED EQUATIONS OF MOTION \_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_ 3 MOBILITIES \_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_.\_\_\_\_\_.\_.\_\_\_\_\_.\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_\_ 5 A\_ Lowest order multipole; point force approximation \_\_\_\_\_\_\_\_.\
The purpose of this note is to identify an interesting and surprising duality between the equations governing the probability distribution and expected value functional of the stochastic process deΓΏned by At := t 0 exp{Zs} ds; t ΒΏ 0; where {Zs: s ΒΏ 0} is a one-dimensional Brownian motion with drift