Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
scientific article

    Statements

    Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (English)
    0 references
    0 references
    0 references
    0 references
    26 January 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    penalization
    0 references
    one-sided maximum
    0 references
    long Brownian bridges
    0 references
    local time
    0 references
    Pitman's theorem
    0 references
    0 references
    0 references