Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (Q3414189): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0510575 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2125555770 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II |
scientific article |
Statements
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (English)
0 references
8 January 2007
0 references
penalization
0 references
enlargement of filtration
0 references
maximum
0 references
minimum
0 references
local time
0 references
down-crossings
0 references
