An explicit expression for the distribution of the supremum of brownian motion with a change point

Authors
B.Boukai
Citation
B.boukai, An explicit expression for the distribution of the supremum of brownian motion with a change point, Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods , 19(1), 1990, pp. 31-40
Journal title
Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods → ACNP
ISSN journal
03610926
Volume
19
Issue
1
Year of publication
1990
Pages
31 - 40
Database
ACNP
SICI code