Publication:4693741
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zbMath0779.60070MaRDI QIDQ4693741
Publication date: 20 June 1993
Bessel processes; mathematical finance; Ray-Knight theorem; winding numbers; Brownian functionals; arc sin law
60J65: Brownian motion
60K40: Other physical applications of random processes
60J55: Local time and additive functionals
60J99: Markov processes
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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