Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (Q3531326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV |
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Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (English)
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22 October 2008
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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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Ray-Knight's theorems
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