Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949661572> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2949661572 endingPage "600" @default.
- W2949661572 startingPage "593" @default.
- W2949661572 abstract "In this paper we study the integral of the supremum process of standard Brownian motion. We present an explicit formula for the moments of the integral (or area) ( T ) covered by the process in the time interval [0, T ]. The Laplace transform of ( T ) follows as a consequence. The main proof involves a double Laplace transform of ( T ) and is based on excursion theory and local time for Brownian motion." @default.
- W2949661572 created "2019-06-27" @default.
- W2949661572 creator A5005945843 @default.
- W2949661572 creator A5022615833 @default.
- W2949661572 date "2009-06-01" @default.
- W2949661572 modified "2023-10-09" @default.
- W2949661572 title "The Integral of the Supremum Process of Brownian Motion" @default.
- W2949661572 cites W1492533481 @default.
- W2949661572 cites W1971465382 @default.
- W2949661572 cites W1991440201 @default.
- W2949661572 cites W2077379817 @default.
- W2949661572 cites W2165547676 @default.
- W2949661572 cites W3102639043 @default.
- W2949661572 doi "https://doi.org/10.1017/s0021900200005672" @default.
- W2949661572 hasPublicationYear "2009" @default.
- W2949661572 type Work @default.
- W2949661572 sameAs 2949661572 @default.
- W2949661572 citedByCount "0" @default.
- W2949661572 crossrefType "journal-article" @default.
- W2949661572 hasAuthorship W2949661572A5005945843 @default.
- W2949661572 hasAuthorship W2949661572A5022615833 @default.
- W2949661572 hasBestOaLocation W29496615721 @default.
- W2949661572 hasConcept C101615488 @default.
- W2949661572 hasConcept C105795698 @default.
- W2949661572 hasConcept C108819105 @default.
- W2949661572 hasConcept C112401455 @default.
- W2949661572 hasConcept C116779161 @default.
- W2949661572 hasConcept C118615104 @default.
- W2949661572 hasConcept C134306372 @default.
- W2949661572 hasConcept C17744445 @default.
- W2949661572 hasConcept C193290586 @default.
- W2949661572 hasConcept C199539241 @default.
- W2949661572 hasConcept C2780550144 @default.
- W2949661572 hasConcept C3017618536 @default.
- W2949661572 hasConcept C33923547 @default.
- W2949661572 hasConcept C41008148 @default.
- W2949661572 hasConcept C53920899 @default.
- W2949661572 hasConcept C56739046 @default.
- W2949661572 hasConcept C60391097 @default.
- W2949661572 hasConcept C68710425 @default.
- W2949661572 hasConcept C95611797 @default.
- W2949661572 hasConcept C97937538 @default.
- W2949661572 hasConceptScore W2949661572C101615488 @default.
- W2949661572 hasConceptScore W2949661572C105795698 @default.
- W2949661572 hasConceptScore W2949661572C108819105 @default.
- W2949661572 hasConceptScore W2949661572C112401455 @default.
- W2949661572 hasConceptScore W2949661572C116779161 @default.
- W2949661572 hasConceptScore W2949661572C118615104 @default.
- W2949661572 hasConceptScore W2949661572C134306372 @default.
- W2949661572 hasConceptScore W2949661572C17744445 @default.
- W2949661572 hasConceptScore W2949661572C193290586 @default.
- W2949661572 hasConceptScore W2949661572C199539241 @default.
- W2949661572 hasConceptScore W2949661572C2780550144 @default.
- W2949661572 hasConceptScore W2949661572C3017618536 @default.
- W2949661572 hasConceptScore W2949661572C33923547 @default.
- W2949661572 hasConceptScore W2949661572C41008148 @default.
- W2949661572 hasConceptScore W2949661572C53920899 @default.
- W2949661572 hasConceptScore W2949661572C56739046 @default.
- W2949661572 hasConceptScore W2949661572C60391097 @default.
- W2949661572 hasConceptScore W2949661572C68710425 @default.
- W2949661572 hasConceptScore W2949661572C95611797 @default.
- W2949661572 hasConceptScore W2949661572C97937538 @default.
- W2949661572 hasIssue "02" @default.
- W2949661572 hasLocation W29496615721 @default.
- W2949661572 hasLocation W29496615722 @default.
- W2949661572 hasLocation W29496615723 @default.
- W2949661572 hasOpenAccess W2949661572 @default.
- W2949661572 hasPrimaryLocation W29496615721 @default.
- W2949661572 hasRelatedWork W1976991876 @default.
- W2949661572 hasRelatedWork W1982823440 @default.
- W2949661572 hasRelatedWork W1991733042 @default.
- W2949661572 hasRelatedWork W2000991167 @default.
- W2949661572 hasRelatedWork W2002030336 @default.
- W2949661572 hasRelatedWork W2027719923 @default.
- W2949661572 hasRelatedWork W2058380216 @default.
- W2949661572 hasRelatedWork W2906677951 @default.
- W2949661572 hasRelatedWork W2949661572 @default.
- W2949661572 hasRelatedWork W3022805732 @default.
- W2949661572 hasVolume "46" @default.
- W2949661572 isParatext "false" @default.
- W2949661572 isRetracted "false" @default.
- W2949661572 magId "2949661572" @default.
- W2949661572 workType "article" @default.