On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “A trivariate law for certain processes related to perturbed brownian motions”
On a stopped brownian motion formula of H. M. Taylor
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Brownian motions defined as linear transformations of two independent Brownian motions are studied, together with certain orthogonal decompositions of Brownian filtrations.
Brownian excursions from extremes
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Séminaire de probabilités de Strasbourg
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Séminaire de probabilités de Strasbourg
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Séminaire de probabilités de Strasbourg
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Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Some remarks about the joint law of brownian motion and its supremum
Marc Yor (1997)
Séminaire de probabilités de Strasbourg
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Coalescence of skew brownian motions
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Séminaire de probabilités de Strasbourg
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Avoiding-probabilities for Brownian snakes and super-Browian motion.
Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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