The Library
An integral equation for Root’s barrier and the generation of Brownian increments
Tools
Tools
Tools
Gassiat, Paul, Mijatović, Aleksandar and Oberhauser, Harald (2015) An integral equation for Root’s barrier and the generation of Brownian increments. The Annals of Applied Probability, 25 (4). pp. 2039-2065. doi:10.1214/14-AAP1042 ISSN 1050-5164.
|
PDF
WRAP-Integral-equation-Roots-barrier-generation-Brownian-increments-2020.pdf - Published Version - Requires a PDF viewer. Download (1018Kb) | Preview |
Official URL: http://dx.doi.org/10.1214/14-AAP1042
| Item Type: | Journal Article | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||||||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||||||
| Library of Congress Subject Headings (LCSH): | Brownian motion processes, Probabilities, Integral equations -- Numerical solutions | ||||||||||||
| Journal or Publication Title: | The Annals of Applied Probability | ||||||||||||
| Publisher: | Institute of Mathematical Statistics | ||||||||||||
| ISSN: | 1050-5164 | ||||||||||||
| Official Date: | August 2015 | ||||||||||||
| Dates: |
|
||||||||||||
| Volume: | 25 | ||||||||||||
| Number: | 4 | ||||||||||||
| Page Range: | pp. 2039-2065 | ||||||||||||
| DOI: | 10.1214/14-AAP1042 | ||||||||||||
| Status: | Peer Reviewed | ||||||||||||
| Publication Status: | Published | ||||||||||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||||||||||
| Date of first compliant deposit: | 13 November 2020 | ||||||||||||
| Date of first compliant Open Access: | 13 November 2020 | ||||||||||||
| RIOXX Funder/Project Grant: |
|
||||||||||||
| Open Access Version: |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
