DISTRIBUTION OF MAXIMUM BROWNIAN EXCURSION

[1] INVARIANCE PRINCIPLE FOR CONDITIONED RECURRENT RANDOM-WALK ATTRACTED TO A STABLE LAW [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1972, 21 (01): : 45 - &

[2] Billingsley P., 1999, WILEY SERIES PROBABI, Vsecond

[3] Freedman D., 1971, BROWNIAN MOTION DIFF

[4] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE [J]. ANNALS OF PROBABILITY, 1974, 2 (04) : 608 - 619

[5] Ito K., 1965, DIFFUSION PROCESSES

[6] Johnson NL., 1970, DISTRIBUTIONS STAT C

[7] Kennedy D. P., 1973, Stochastic Processes & their Applications, V1, P269, DOI 10.1016/0304-4149(73)90004-5

[8] LIMITING DIFFUSIONS FOR CONDITIONED M-G-1 QUEUE [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (02) : 355 - 362

[9] ONE-DIMENSIONAL BROWNIAN-MOTION AND 3-DIMENSIONAL BESSEL PROCESS [J]. ADVANCES IN APPLIED PROBABILITY, 1975, 7 (03) : 511 - 526

[10] DECOMPOSING BROWNIAN PATH [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1970, 76 (04) : 871 - &

[1] INVARIANCE PRINCIPLE FOR CONDITIONED RECURRENT RANDOM-WALK ATTRACTED TO A STABLE LAW [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1972, 21 (01): : 45 - &

[2] Billingsley P., 1999, WILEY SERIES PROBABI, Vsecond

[3] Freedman D., 1971, BROWNIAN MOTION DIFF

[4] FUNCTIONAL CENTRAL LIMIT THEOREMS FOR RANDOM-WALKS CONDITIONED TO STAY POSITIVE [J]. ANNALS OF PROBABILITY, 1974, 2 (04) : 608 - 619

[5] Ito K., 1965, DIFFUSION PROCESSES

[6] Johnson NL., 1970, DISTRIBUTIONS STAT C

[7] Kennedy D. P., 1973, Stochastic Processes & their Applications, V1, P269, DOI 10.1016/0304-4149(73)90004-5

[8] LIMITING DIFFUSIONS FOR CONDITIONED M-G-1 QUEUE [J]. JOURNAL OF APPLIED PROBABILITY, 1974, 11 (02) : 355 - 362

[9] ONE-DIMENSIONAL BROWNIAN-MOTION AND 3-DIMENSIONAL BESSEL PROCESS [J]. ADVANCES IN APPLIED PROBABILITY, 1975, 7 (03) : 511 - 526

[10] DECOMPOSING BROWNIAN PATH [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1970, 76 (04) : 871 - &