Non-linear functionals of the Brownian bridge and some applications. (Q1879521): Difference between revisions

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Latest revision as of 21:57, 30 July 2024

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Non-linear functionals of the Brownian bridge and some applications.
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    Non-linear functionals of the Brownian bridge and some applications. (English)
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    22 September 2004
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    nonlinear functionals
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    Brownian bridge
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    regularization by convolution
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    crossings
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    local time
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    non-homogeneous diffusion
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