Optimal prediction of the ultimate maximum of Brownian motion

Research output: Contribution to journalJournal articlepeer-review

Original languageEnglish
JournalStochastics: An International Journal of Probability and Stochastic Processes
Volume75
Issue number4
Pages (from-to)205-219
ISSN1744-2508
Publication statusPublished - 2003

ID: 78343