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

arxiv: 1406.4972 · v1 · pith:UMCQQK2Bnew · submitted 2014-06-19 · 🧮 math.PR

Claudie Chabriac (IMT) , Agn\`es Lagnoux (IMT) , Sabine Mercier (IMT) , Pierre Vallois (INRIA Nancy - Grand Est / IECN , IECL) This is my paper

classification 🧮 math.PR

keywords applicationcompleteelementsexcursionfixedlargestlocalreflected

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

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