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scientific article; zbMATH DE number 1047472

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Publication:4349246
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zbMath0884.60075MaRDI QIDQ4349246

Koichiro Takaoka

Publication date: 1 April 1998

Full work available at URL: http://www.numdam.org/item?id=SPS_1997__31__256_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionstochastic differential equationsPitman's theorem


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)


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Some Brownian functionals and their laws, A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)



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