Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V
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Publication:5301987
Convergence of probability measures (60B10) Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55)
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