An occupation time identity for reflecting Brownian motion with drift (Q2568552)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An occupation time identity for reflecting Brownian motion with drift |
scientific article |
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An occupation time identity for reflecting Brownian motion with drift (English)
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26 January 2006
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reversibility
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local time
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Ray-Knight theorem
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random time change
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