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Fluctuations of Brownian motion with drift - MaRDI portal

Fluctuations of Brownian motion with drift (Q1301328)

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scientific article; zbMATH DE number 1331808
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English
Fluctuations of Brownian motion with drift
scientific article; zbMATH DE number 1331808

    Statements

    Fluctuations of Brownian motion with drift (English)
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    2 September 1999
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    three-dimensional Brownian motion
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    infinitesimal generator
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    Brownian motion with a drift
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