On Drifting Brownian Motion Made Periodic (Q5126595): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1007/978-3-319-92420-5_9 / rank | |||
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Latest revision as of 20:15, 23 July 2024
scientific article; zbMATH DE number 7262369
Language | Label | Description | Also known as |
---|---|---|---|
English | On Drifting Brownian Motion Made Periodic |
scientific article; zbMATH DE number 7262369 |
Statements
On Drifting Brownian Motion Made Periodic (English)
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20 October 2020
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drifting Brownian motion
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approximate bridge
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circular measure
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Girsanov formula
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