Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control
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Publication:796903
DOI10.1214/AOP/1176993230zbMath0544.60069OpenAlexW2080276169MaRDI QIDQ796903
Steven E. Shreve, Ioannis Karatzas
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993230
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