Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555): Difference between revisions
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scientific article
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English | Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III |
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Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (English)
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26 January 2006
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penalization
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one-sided maximum
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long Brownian bridges
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local time
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Pitman's theorem
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