On the dependence between a Wiener process and its running maxima and running minima processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dąbrowski, Karol, Jaworski, Piotr
Format:	Preprint
Published:	2021
Subjects:	Probability Statistics Theory 60G18 (Primary) 60G70, 60E05, 62H05, 62H20, 91G20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2109.02024