Multiplicative functional for reflected Brownian motion via deterministic ODE
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Publication:1928864
zbMath1271.60089arXiv0805.3740MaRDI QIDQ1928864
Publication date: 4 January 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.3740
excursion theoryLyapunov exponentstochastic flowsmultiplicative functionalsreflected Brownian motiondeterministic ODE
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Cites Work
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