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The main objective of this paper consists in creating a new class of copulaefrom various joint distributions occurring in connection with certain Brownianmotion processes. We focus our attention on the distributions of univariateBrownian motions having a drift parameter and their maxima and on correlatedbivariate Brownian motions by considering the maximum value of one of them. Thecopulae generated therefrom and their associated density functions areexplicitly given as well as graphically represented.

A class of copulae associated with Brownian motion processes and their maxima