Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem (Q2711133): Difference between revisions
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Latest revision as of 09:42, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem |
scientific article |
Statements
Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem (English)
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2 May 2001
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Lévy's theorem
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local time
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Brownian motion with drift
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conditionally Gaussian martingales
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Skorokhod's lemma
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