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Publication:3591061
zbMath1145.60004MaRDI QIDQ3591061
Publication date: 10 September 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bessel processBrownian bridgelocal timeBrownian motion with driftchange of measurereflection principleoptional samplingFirst hitting times
Martingales with discrete parameter (60G42) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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