Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII
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Publication:999861
DOI10.1016/j.jfa.2008.04.024zbMath1180.60070OpenAlexW2021463204MaRDI QIDQ999861
Publication date: 10 February 2009
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2008.04.024
last and first zeroes before and after a fixed time \(t\)one-sided supremumpenalisations of Brownian paths
Brownian motion (60J65) Martingales with continuous parameter (60G44) Sample path properties (60G17)
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Cites Work
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