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Journal Articles Stochastic Processes and their Applications Year : 2014

Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.

Abstract

Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.

Domains

Probability [math.PR]
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Pierre Vallois  : Connect in order to contact the contributor

https://hal.science/hal-00857402

Submitted on : Wednesday, June 18, 2014-3:50:39 PM

Last modification on : Thursday, May 2, 2024-11:45:07 AM

Long-term archiving on: Thursday, September 18, 2014-10:40:48 AM

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Dates and versions

hal-00857402 , version 1 (03-09-2013)
hal-00857402 , version 2 (18-06-2014)

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Claudie Chabriac, Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.. Stochastic Processes and their Applications, 2014, 124 (4), pp.4202-4223. ⟨10.1016/j.spa.2014.07.003⟩. ⟨hal-00857402v2⟩

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