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Russian Mathematical Surveys, 2008, Volume 63, Issue 6, Pages 1149–1151
DOI: https://doi.org/10.1070/RM2008v063n06ABEH004587 (Mi rm9257) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On stopping times connected with drawdowns and rallies of a Brownian motion with drift

A. A. Muravlev

M. V. Lomonosov Moscow State University
English version PDF (252 kB) Russian version article
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DOI: https://doi.org/10.1070/RM2008v063n06ABEH004587
Presented: A. V. Bulinski
Accepted: 13.10.2008
Bibliographic databases:
Document Type: Article
MSC: 60J65
Language: English
Original paper language: Russian
Citation: A. A. Muravlev, “On stopping times connected with drawdowns and rallies of a Brownian motion with drift”, Russian Math. Surveys, 63:6 (2008), 1149–1151
Citation in format AMSBIB
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\by A.~A.~Muravlev
\paper On~stopping times connected with drawdowns and rallies of a~Brownian motion with drift
\jour Russian Math. Surveys
\yr 2008
\vol 63
\issue 6
\pages 1149--1151
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