Some martingales related to the integral of Brownian motion. Applications to the passage times and transience

DOI10.1023/A:1021646925303zbMath1002.60537MaRDI QIDQ1383177

Aimé Lachal

Publication date: 20 January 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

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