文章基本信息

标题：The maximal drawdown of the Brownian meander
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作者：Hu, Yueyun ; Shi, Zhan ; Yor, Marc 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2015
卷号：20
期号：0
页码：1-6
DOI：10.1214/ECP.v20-3945
语种：English
出版社：Electronic Communications in Probability
摘要：Motivated by evaluating the limiting distribution of randomly biased random walks on trees, we compute the exact value of a negative moment of the maximal drawdown of the standard Brownian meander.
关键词：Brownian meander; Bessel process; maximal drawdown.;60J65