Non-linear functionals of the Brownian bridge and some applications. (Q1879521)
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scientific article; zbMATH DE number 2102374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear functionals of the Brownian bridge and some applications. |
scientific article; zbMATH DE number 2102374 |
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Non-linear functionals of the Brownian bridge and some applications. (English)
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22 September 2004
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nonlinear functionals
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Brownian bridge
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regularization by convolution
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crossings
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local time
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non-homogeneous diffusion
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