Perturbed and non-perturbed brownian taboo processes

R. A. Doney; Y. B. Nakhi

Annales de l'I.H.P. Probabilités et statistiques (2001)

  • Volume: 37, Issue: 6, page 725-736
  • ISSN: 0246-0203

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Doney, R. A., and Nakhi, Y. B.. "Perturbed and non-perturbed brownian taboo processes." Annales de l'I.H.P. Probabilités et statistiques 37.6 (2001): 725-736. <http://eudml.org/doc/77704>.

@article{Doney2001,
author = {Doney, R. A., Nakhi, Y. B.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {-perturbed Brownian taboo process; asymptotic behaviour; supremum of the taboo process},
language = {eng},
number = {6},
pages = {725-736},
publisher = {Elsevier},
title = {Perturbed and non-perturbed brownian taboo processes},
url = {http://eudml.org/doc/77704},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Doney, R. A.
AU - Nakhi, Y. B.
TI - Perturbed and non-perturbed brownian taboo processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2001
PB - Elsevier
VL - 37
IS - 6
SP - 725
EP - 736
LA - eng
KW - -perturbed Brownian taboo process; asymptotic behaviour; supremum of the taboo process
UR - http://eudml.org/doc/77704
ER -

References

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  1. [1] E. Csáki, On the lower limits of maxima and minima of Wiener processes and partial sums, Z. Wahrsch. Verw. Gebiete43 (1978) 205-221. Zbl0372.60113MR494527
  2. [2] R.A. Doney, Some calculations for perturbed Brownian motion, in: Sém. Probab. XXXII, Lecture Notes Math., 1686, 1998, pp. 231-236. Zbl0911.60067MR1655296
  3. [3] F.B. Knight, Brownian local times and taboo processes, Trans. Amer. Math. Soc.143 (1969) 173-185. Zbl0187.41203MR253424
  4. [4] A. Lambert, Completely asymmetric Lévy processes confined in a finite interval, Ann. Inst. H. Poincaré36 (2001) 251-274. Zbl0970.60055MR1751660
  5. [5] W. Magnus, F. Oberhettinger, R.P. Soni, Formulas and Theorems for the Special Functions of Mathematical Physics, Springer-Verlag, Berlin, 1966. Zbl0143.08502MR232968
  6. [6] Y. Nakhi, A study of some perturbed processes related to Brownian motion, Ph. D. Thesis, University of Manchester, 2000. 
  7. [7] M. Yor, Some Aspects of Brownian Motion. Part 1. Some Special Functionals, Birkhäuser, Basel, 1992. Zbl0779.60070MR1193919

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