2 citations · 3 across the 5 of their papers we have counts for
1 paper · 1 filter
Andrzej Pyć, Grzegorz Serafin, Tomasz Żak
Let (B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t + μt) be a three-dimensional Brownian motion with drift μ, starting at the origin. Then X_t = ||(B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t +μt)||, its di…