Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (Q3414189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II |
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Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (English)
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8 January 2007
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penalization
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enlargement of filtration
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maximum
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minimum
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local time
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down-crossings
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