scientific article; zbMATH DE number 942202

Publication date: 6 November 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Brownian motion Ornstein-Uhlenbeck process local time Feynman-Kac formula stopping Bessel processes first hitting time Ray-Knight theorems

Mathematics Subject Classification ID

Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)

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