Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III

Author: Roynette Bernard   Vallois Pierre   Yor Marc  

Publisher: Springer Publishing Company

ISSN: 0031-5303

Source: Periodica Mathematica Hungarica, Vol.50, Iss.1-2, 2005-08, pp. : 247-280

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Abstract