2000•Acta Mathematicae Applicatae Sinica English SeriesRequires access

MAXIMUM EXCURSION AND INFIMUM EXCURSION FOR A TRANSIENT BROWNIAN MOTION

Yong Lu

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Key concepts: Excursion, Infimum and supremum, Mathematics, Brownian excursion, Brownian motion, Transient (computer programming), Mathematical analysis, Geometric Brownian motion

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