Probability distribution of extreme points of a Wiener stochastic process
id:
probability-distribution-of-extreme-points-of-a-wiener-stochastic-process-299-1199552
title:
Probability distribution of extreme points of a Wiener stochastic process
text:
In the mathematical theory of probability, the Wiener process, named after Norbert Wiener, is a stochastic process used in modeling various phenomena, including Brownian motion and fluctuations in financial markets. A formula for the conditional probability distribution of the extremum of the Wiener process and a sketch of its proof appears in work of H. J. Kusher published in 1964. a detailed constructive proof appears in work of Dario Ballabio in 1978. This result was developed within a resear
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https://en.wikipedia.org/wiki/Probability_distribution_of_extreme_points_of_a_Wiener_stochastic_process
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2023-04-06T22:33:26Z
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