Penalization of a positively recurrent diffusion by an exponential function of its local time (Q710661)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization of a positively recurrent diffusion by an exponential function of its local time |
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Penalization of a positively recurrent diffusion by an exponential function of its local time (English)
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20 October 2010
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penalization
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positively recurrent diffusions
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local time
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Krein's theory
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Bessel processes
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