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Detecting the presence of a random drift in Brownian motion.

Authors :
Johnson, P.
Pedersen, J.L.
Peskir, G.
Zucca, C.
Source :
Stochastic Processes & Their Applications. Aug2022, Vol. 150, p1068-1090. 23p.
Publication Year :
2022

Subjects

Subjects :
*WIENER processes
*PARABOLIC differential equations
*BROWNIAN motion

Details

Language :
English
ISSN :
03044149
Volume :
150
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
157505750
Full Text :
https://doi.org/10.1016/j.spa.2021.05.006
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