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Transition probabilities for vector-valued Brownian motion with boundaries

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Part of the Lecture Notes in Mathematics book series (LNM,volume 644)

Keywords

  • Gaussian Process
  • Empirical Process
  • Exit Time
  • Strong Markov Property
  • Brownian Motion procesS

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References

  1. Donsker M.D. and Varadhan, S.R.S. Asymptotic evaluations of certain Markov process expectations for large time — III, Comm. Pure Appl. Math., 1976, Vol. 29, 389–461.

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© 1978 Springer-Verlag

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Goodman, V. (1978). Transition probabilities for vector-valued Brownian motion with boundaries. In: Aron, R.M., Dineen, S. (eds) Vector Space Measures and Applications I. Lecture Notes in Mathematics, vol 644. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0066846

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  • DOI: https://doi.org/10.1007/BFb0066846

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08668-0

  • Online ISBN: 978-3-540-35906-7

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