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Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times - MaRDI portal

Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times (Q2567781)

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Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times
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    Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times (English)
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    13 October 2005
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    boundary value problem
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