Timeline for What is the distribution of $2M_1-B_1$ where $M_t$ is the maximum process of the the Brownian motion $B_t$
Current License: CC BY-SA 4.0
4 events
when toggle format | what | by | license | comment | |
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Dec 1, 2021 at 11:16 | comment | added | mike | I believe more is known about that. I think that 2M_t -B_t turns out to be a nice process, and maybe Pitman is the guy who did the work. | |
Dec 1, 2021 at 1:15 | vote | accept | Dor | ||
Dec 1, 2021 at 0:32 | answer | added | Iosif Pinelis | timeline score: 5 | |
Nov 30, 2021 at 22:55 | history | asked | Dor | CC BY-SA 4.0 |