Ceren Vardar-Acar, Craig L. Zirbel, Gábor J. Székely. On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift. J. Computational Applied Mathematics, 248:61-75, 2013. [doi]
@article{Vardar-AcarZS13,
title = {On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift},
author = {Ceren Vardar-Acar and Craig L. Zirbel and Gábor J. Székely},
year = {2013},
doi = {10.1016/j.cam.2013.01.010},
url = {http://dx.doi.org/10.1016/j.cam.2013.01.010},
researchr = {https://researchr.org/publication/Vardar-AcarZS13},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {248},
pages = {61-75},
}