Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (Q3414189): Difference between revisions

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Revision as of 11:09, 5 March 2024

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Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II
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    Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (English)
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    8 January 2007
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    penalization
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    enlargement of filtration
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    maximum
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    minimum
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    local time
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    down-crossings
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