The distribution of Brownian motion in \(R^ n\) at a natural stopping time (Q1156430): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of Brownian motion in \(R^ n\) at a natural stopping time |
scientific article |
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The distribution of Brownian motion in \(R^ n\) at a natural stopping time (English)
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1981
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Green's kernel
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randomized stopping time
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Skorohod embedding
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natural stopping time
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