Penalisations of multidimensional Brownian motion, VI (Q5851016): Difference between revisions

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Latest revision as of 10:14, 2 July 2024

scientific article; zbMATH DE number 5660763
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English
Penalisations of multidimensional Brownian motion, VI
scientific article; zbMATH DE number 5660763

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    Penalisations of multidimensional Brownian motion, VI (English)
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    21 January 2010
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    skew-product decomposition
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    Brownian windings
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    Dirichlet problem
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    spectral decomposition
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