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2006.31: On Reflecting Brownian Motion with Drift

2006.31: Goran Peskir (2006) On Reflecting Brownian Motion with Drift. In: Symp. Stoch. Syst., 2005, Osaka.

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Item Type:Conference or Workshop Item (Paper)
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:24 March 2014

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