| Título: | The probability law of the Brownian motion normalized by its range |
| Autores: | Spinu, Florin; OMERS Capital Markets |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Brownian motion, Hurwitz zeta 60J65 |
| Descripción: | In the present paper we deduce explicit formulas for the probability laws of the quotients $X_t/R_t$ and $m_t/R_t$, where $X_t$ is the standard Brownian motion and $m_t$, $M_t$, $R_t$ are its running minimum, maximum and range, respectively.The computation makes use of standard techniques from analytic number theory and the theory of the Hurwitz zeta function. |
| Idioma: | Inglés |
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