Some extensions of Pitman's and Ray-Knight's theorems for penalized Brownian motions and their local times, IV
Résumé
We give some extensions of Pitman's and Ray-Knight's theorems via a penalization procedure involving Brownian motion and its local time at 0
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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