On Drifting Brownian Motion Made Periodic (Q5126595)
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scientific article; zbMATH DE number 7262369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Drifting Brownian Motion Made Periodic |
scientific article; zbMATH DE number 7262369 |
Statements
On Drifting Brownian Motion Made Periodic (English)
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20 October 2020
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drifting Brownian motion
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approximate bridge
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circular measure
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Girsanov formula
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