STOPPED BROWNIAN-MOTION FORMULA

被引：84

|

作者：

TAYLOR, HM ^{[1
]}

机构：

[1] CORNELL UNIV,343 UPSON HALL,ITHACA,NY 14853

来源：

ANNALS OF PROBABILITY | 1975年 / 3卷 / 02期

关键词：

D O I：

10.1214/aop/1176996395

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：234 / 246

页数：13

相关论文

共 50 条

[1] A STOPPED BROWNIAN-MOTION FORMULA WITH 2 SLOPING LINE BOUNDARIES
ESCRIBA, LB
ANNALS OF PROBABILITY, 1987, 15 (04): : 1524 - 1526
[2] ITO FORMULA FOR FERMION BROWNIAN-MOTION
HU, YZ
LECTURE NOTES IN MATHEMATICS, 1992, 1526 : 575 - 578
[3] AN OPTIMAL INEQUALITY FOR BROWNIAN-MOTION STOPPED AT AN ARBITRARY TIME
YOR, M
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1983, 296 (09): : 407 - 409
[4] TANAKA FORMULA AND RENORMALIZATION FOR INTERSECTIONS OF PLANAR BROWNIAN-MOTION
ROSEN, J
ANNALS OF PROBABILITY, 1986, 14 (04): : 1245 - 1251
[5] TANAKAS FORMULA FOR MULTIPLE INTERSECTIONS OF PLANAR BROWNIAN-MOTION
ROSEN, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 23 (01) : 131 - 141
[6] GENERALIZED ITOS FORMULA AND ADDITIVE FUNCTIONALS OF BROWNIAN-MOTION
WANG, AT
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 41 (02): : 153 - 159
[7] BROWNIAN-MOTION
KRAUTHAMMER, C
NEW REPUBLIC, 1981, 185 (5-6) : 10 - 11
[8] BROWNIAN-MOTION
DEUTSCH, DH
NATURE, 1992, 357 (6377) : 354 - 354
[9] BROWNIAN-MOTION
LAVENDA, BH
SCIENTIFIC AMERICAN, 1985, 252 (02) : 70 - &
[10] GIRSANOV TYPE FORMULA FOR A LIE GROUP VALUED BROWNIAN-MOTION
KARANDIKAR, RL
LECTURE NOTES IN MATHEMATICS, 1983, 986 : 198 - 204

← 1 2 3 4 5 →