✦ LIBER ✦

Binomial approximation of Brownian motion and its maximum

✍ Scribed by Raffaella Carbone

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the trivariate joint distribution of

✍ Choi, ByoungSeon; Roh, JeongHo 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 376 KB

Approximation of Fractional Brownian Mot

✍ Sergiy Shklyar, Georgiy Shevchenko… 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 466 KB

Arithmetic modeling of Brownian motion a

✍ N. N. Lyashenko 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 339 KB

On the Maximum of a Fractional Brownian

✍ Molchan, G. M. 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 121 KB

Maximum likelihood estimator for the sub

✍ Kuang, Nenghui; Xie, Huantian 📂 Article 📅 2013 🏛 Springer Japan 🌐 English ⚖ 248 KB

[Probability and Its Applications] Handb

✍ Borodin, Andrei N.; Salminen, Paavo 📂 Article 📅 2002 🏛 Birkhäuser Basel ⚖ 726 KB