Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (Q3531326)

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Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV
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    Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (English)
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    22 October 2008
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    penalization
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    one-sided maximum
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    long Brownian bridges
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    local time
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    Pitman's theorem
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    Ray-Knight's theorems
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