A Vervaat-Like Path Transformation for the Reflected Brownian Bridge Conditioned on Its Local Time at 0
Autor: | Chassaing, Philippe, Janson, Svante |
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Zdroj: | The Annals of Probability, 2001 Oct 01. 29(4), 1755-1779. |
Databáze: | JSTOR Journals |
Externí odkaz: |