On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Some calculations for perturbed brownian motion”
On a stopped brownian motion formula of H. M. Taylor
Brownian excursions from extremes
Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
Similarity:
On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Avoiding-probabilities for Brownian snakes and super-Browian motion.
Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
Similarity:
Branching processes, the Ray-Knight theorem, and sticky brownian motion
Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
Similarity:
A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
Similarity:
A trivariate law for certain processes related to perturbed brownian motions
Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Some remarks about the joint law of brownian motion and its supremum
Marc Yor (1997)
Séminaire de probabilités de Strasbourg
Similarity: