Penalizations of the Brownian motion with a functional of its local times


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Author / Producer

Date

2008-08

Publication Type

Journal Article

ETH Bibliography

yes

Citations

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Rights / License

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Publication status

published

Editor

Book title

Volume

118 (8)

Pages / Article No.

1407 - 1433

Publisher

Elsevier

Event

Edition / version

Methods

Software

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Date collected

Date created

Subject

Penalization; Local time; Brownian motion

Organisational unit

Notes

Funding

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