Pages that link to "Item:Q674516"

The following pages link to Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516):

Displayed 2 items.

• Some calculations for doubly perturbed Brownian motion (Q1613581) ‎ (← links)
• Doubly perturbed jump-diffusion processes (Q2518282) ‎ (← links)