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Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III - MaRDI portal

Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555)

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Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III
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    Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (English)
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    26 January 2006
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    penalization
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    one-sided maximum
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    long Brownian bridges
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    local time
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    Pitman's theorem
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