Penalizations of the Brownian motion with a functional of its local times
dc.contributor.author
Najnudel, Joseph
dc.date.accessioned
2017-06-10T22:39:33Z
dc.date.available
2017-06-10T22:39:33Z
dc.date.issued
2008-08
dc.identifier.issn
0304-4149
dc.identifier.issn
1879-209X
dc.identifier.other
10.1016/j.spa.2007.09.002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/73113
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Penalization
dc.subject
Local time
dc.subject
Brownian motion
dc.title
Penalizations of the Brownian motion with a functional of its local times
dc.type
Journal Article
ethz.journal.title
Stochastic Processes and their Applications
ethz.journal.volume
118
ethz.journal.issue
8
ethz.pages.start
1407
ethz.pages.end
1433
ethz.identifier.wos
ethz.identifier.nebis
000025024
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.date.deposited
2017-06-10T22:41:24Z
ethz.source
ECIT
ethz.identifier.importid
imp59365115a2f4742199
ethz.ecitpid
pub:115745
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-19T01:28:18Z
ethz.rosetta.lastUpdated
2024-02-01T20:58:07Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Penalizations%20of%20the%20Brownian%20motion%20with%20a%20functional%20of%20its%20local%20times&rft.jtitle=Stochastic%20Processes%20and%20their%20Applications&rft.date=2008-08&rft.volume=118&rft.issue=8&rft.spage=1407&rft.epage=1433&rft.issn=0304-4149&1879-209X&rft.au=Najnudel,%20Joseph&rft.genre=article&rft_id=info:doi/10.1016/j.spa.2007.09.002&
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Journal Article [128831]