Optimal prediction of the ultimate maximum of Brownian motion

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Optimal prediction of the ultimate maximum of Brownian motion. / Pedersen, Jesper Lund.

In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 75, No. 4, 2003, p. 205-219.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Pedersen, JL 2003, 'Optimal prediction of the ultimate maximum of Brownian motion', Stochastics: An International Journal of Probability and Stochastic Processes , vol. 75, no. 4, pp. 205-219.

APA

Pedersen, J. L. (2003). Optimal prediction of the ultimate maximum of Brownian motion. Stochastics: An International Journal of Probability and Stochastic Processes , 75(4), 205-219.

Vancouver

Pedersen JL. Optimal prediction of the ultimate maximum of Brownian motion. Stochastics: An International Journal of Probability and Stochastic Processes . 2003;75(4):205-219.

Author

Pedersen, Jesper Lund. / Optimal prediction of the ultimate maximum of Brownian motion. In: Stochastics: An International Journal of Probability and Stochastic Processes . 2003 ; Vol. 75, No. 4. pp. 205-219.

Bibtex

@article{946cd74074c211dbbee902004c4f4f50,
title = "Optimal prediction of the ultimate maximum of Brownian motion",
author = "Pedersen, {Jesper Lund}",
year = "2003",
language = "English",
volume = "75",
pages = "205--219",
journal = "Stochastics: An International Journal of Probability and Stochastic Processes ",
issn = "1744-2508",
publisher = "Taylor & Francis",
number = "4",

}

RIS

TY - JOUR

T1 - Optimal prediction of the ultimate maximum of Brownian motion

AU - Pedersen, Jesper Lund

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 75

SP - 205

EP - 219

JO - Stochastics: An International Journal of Probability and Stochastic Processes

JF - Stochastics: An International Journal of Probability and Stochastic Processes

SN - 1744-2508

IS - 4

ER -

ID: 78343