Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555)
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scientific article; zbMATH DE number 2213351
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| English | Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III |
scientific article; zbMATH DE number 2213351 |
Statements
Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (English)
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26 January 2006
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penalization
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one-sided maximum
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long Brownian bridges
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local time
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Pitman's theorem
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0.8468393683433533
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0.8287608623504639
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0.82570880651474
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0.8130233883857727
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0.8064429759979248
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