On stopping times connected with drawdowns and rallies of a Brownian motion with drift

被引：0

|

作者：

Muravlev, A. A. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Moscow, Russia

来源：

RUSSIAN MATHEMATICAL SURVEYS | 2008年 / 63卷 / 06期

关键词：

D O I：

10.1070/RM2008v063n06ABEH004587

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

[No abstract available]

引用

收藏

页码：1149 / 1151

页数：3

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