Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control

DOI10.1214/aop/1176993230zbMath0544.60069OpenAlexW2080276169MaRDI QIDQ796903

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Publication date: 1984

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993230

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