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Article Dans Une Revue Stochastic Processes and their Applications Année : 2014

Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.

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Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.
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Dates et versions

hal-00857402 , version 1 (03-09-2013)
hal-00857402 , version 2 (18-06-2014)

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Claudie Chabriac, Agnès Lagnoux, Sabine Mercier, Pierre Vallois. Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.. Stochastic Processes and their Applications, 2014, 124 (4), pp.4202-4223. ⟨10.1016/j.spa.2014.07.003⟩. ⟨hal-00857402v2⟩
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