2006.31: On Reflecting Brownian Motion with Drift
2006.31: Goran Peskir (2006) On Reflecting Brownian Motion with Drift.
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| Item Type: | MIMS Preprint |
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| Uncontrolled Keywords: | Reflecting Brownian motion with drift, Levy's theorem, maximum process, local time, diffusion process, normal reflection, reflecting Levy process, Skorohod's lemma. |
| Subjects: | MSC 2000 > 60 Probability theory and stochastic processes |
| MIMS number: | 2006.31 |
| Deposited By: | Dr Peter Neal |
| Deposited On: | 12 March 2006 |
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