Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Reflection_principle_(Wiener_process)> ?p ?o. }
Showing items 1 to 15 of
15
with 100 items per page.
- Reflection_principle_(Wiener_process) abstract "In the theory of probability for stochastic processes, the reflection principle for a Wiener process states that if the path of a Wiener process f(t) reaches a value f(s) = a at time t = s, then the subsequent path after time s has the same distribution as the reflection of the subsequent path about the value a. More formally, the reflection principle refers to a lemma concerning the distribution of the supremum of the Wiener process, or Brownian motion. The result relates the distribution of the supremum of Brownian motion up to time t to the distribution of the process at time t. It is a corollary of the strong Markov property of Brownian motion.".
- Reflection_principle_(Wiener_process) thumbnail Wiener_process_and_its_reflection_upon_reaching_a_crossing_point.png?width=300.
- Reflection_principle_(Wiener_process) wikiPageID "31991743".
- Reflection_principle_(Wiener_process) wikiPageRevisionID "587185174".
- Reflection_principle_(Wiener_process) hasPhotoCollection Reflection_principle_(Wiener_process).
- Reflection_principle_(Wiener_process) subject Category:Articles_created_via_the_Article_Wizard.
- Reflection_principle_(Wiener_process) subject Category:Stochastic_calculus.
- Reflection_principle_(Wiener_process) comment "In the theory of probability for stochastic processes, the reflection principle for a Wiener process states that if the path of a Wiener process f(t) reaches a value f(s) = a at time t = s, then the subsequent path after time s has the same distribution as the reflection of the subsequent path about the value a. More formally, the reflection principle refers to a lemma concerning the distribution of the supremum of the Wiener process, or Brownian motion.".
- Reflection_principle_(Wiener_process) label "Reflection principle (Wiener process)".
- Reflection_principle_(Wiener_process) sameAs m.0r3tzxg.
- Reflection_principle_(Wiener_process) sameAs Q7307248.
- Reflection_principle_(Wiener_process) sameAs Q7307248.
- Reflection_principle_(Wiener_process) wasDerivedFrom Reflection_principle_(Wiener_process)?oldid=587185174.
- Reflection_principle_(Wiener_process) depiction Wiener_process_and_its_reflection_upon_reaching_a_crossing_point.png.
- Reflection_principle_(Wiener_process) isPrimaryTopicOf Reflection_principle_(Wiener_process).
