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• W2058734900 abstract "We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the minimum, the maximum absolute value and the range or span. We specialize in diffusion processes and present detailed results for the Wiener and Feller processes." @default.
• W2058734900 created "2016-06-24" @default.
• W2058734900 creator A5004715450 @default.
• W2058734900 date "2014-04-02" @default.
• W2058734900 modified "2023-09-29" @default.
• W2058734900 title "Extreme values and the level-crossing problem: An application to the Feller process" @default.
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• W2058734900 doi "https://doi.org/10.1103/physreve.89.042106" @default.
• W2058734900 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/24827192" @default.
• W2058734900 hasPublicationYear "2014" @default.
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