On stopping times connected with drawdowns and rallies of a Brownian motion with drift
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 63 (2008) no. 6, pp. 1149-1151
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@article{RM_2008_63_6_a9,
author = {A. A. Muravlev},
title = {On~stopping times connected with drawdowns and rallies of {a~Brownian} motion with drift},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {1149--1151},
year = {2008},
volume = {63},
number = {6},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2008_63_6_a9/}
}
TY - JOUR AU - A. A. Muravlev TI - On stopping times connected with drawdowns and rallies of a Brownian motion with drift JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2008 SP - 1149 EP - 1151 VL - 63 IS - 6 UR - http://geodesic.mathdoc.fr/item/RM_2008_63_6_a9/ LA - en ID - RM_2008_63_6_a9 ER -
A. A. Muravlev. On stopping times connected with drawdowns and rallies of a Brownian motion with drift. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 63 (2008) no. 6, pp. 1149-1151. http://geodesic.mathdoc.fr/item/RM_2008_63_6_a9/
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