On Reflecting Brownian Motion with Drift

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

[img] PDF

Download (136kB)
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 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
Depositing User: Dr Peter Neal
Date Deposited: 24 Mar 2014
Last Modified: 20 Oct 2017 14:12
URI: http://eprints.maths.manchester.ac.uk/id/eprint/182

Actions (login required)

View Item View Item