Peskir, Goran (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 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: | https://eprints.maths.manchester.ac.uk/id/eprint/182 |
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