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On maximum increase and decrease of Brownian motion
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    On maximum increase and decrease of Brownian motion (English)
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    17 September 2009
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    \(h\)-transform
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    time reversal
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    path decompositions
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    Brownian motion with drift
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    excursion process
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    maximum process
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    Itô measure
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    maximum drawdown
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    covariance
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    catalan's constant
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