The Integral of the Supremum Process of Brownian Motion (Q5321772)

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scientific article; zbMATH DE number 5578828
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The Integral of the Supremum Process of Brownian Motion
scientific article; zbMATH DE number 5578828

    Statements

    The Integral of the Supremum Process of Brownian Motion (English)
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    15 July 2009
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    Brownian motion
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    supremum process
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    local time
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    Brownian areas
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