Pages that link to "Item:Q2711133"
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The following pages link to Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem (Q2711133):
Displaying 8 items.
- A trivariate version of ''Lévy's equivalence'' (Q1067685) (← links)
- A converse to a theorem of P. Lévy (Q1107220) (← links)
- Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (Q1298334) (← links)
- An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift (Q1586570) (← links)
- On the stochastic behaviour of optional processes up to random times (Q2341620) (← links)
- Penalizations of Walsh Brownian motion (Q2372824) (← links)
- Some inequalities for Brownian motion with a drift (Q4816634) (← links)
- Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (Q4848707) (← links)
