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
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Publication status
published
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Book title
Journal / series
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