Timeline for Joint law of the time integral of Brownian motion and its maximum
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Sep 29, 2015 at 19:18 | review | Late answers | |||
| Sep 30, 2015 at 20:06 | |||||
| Sep 27, 2014 at 23:04 | comment | added | HMPanzo | Unfortunately, the formula appearing in that paper is actually for the joint density of $M_t$ and $X_t$ where $M_t$ is the running maximum of $X_t$ and $X_t$ is a Brownian motion with constant diffusion and drift coefficients $\sigma >0$ and $\mu$, respectively. | |
| Sep 21, 2014 at 1:13 | history | answered | randallxu | CC BY-SA 3.0 |