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scientific article
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scientific article

    Statements

    author
    Bernard Roynette
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    Pierre Vallois
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    Marc Yor
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    publication date
    22 February 2011
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    Mathematics Subject Classification ID
    60G17
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    60G40
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    60G44
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    60H10
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    60J25
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    60J60
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    60J65
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    zbMATH DE Number
    5855910
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    zbMATH Keywords
    Skorokhod problem
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    penalisation
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    one-sided maximum and minimum
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    Laplace method
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