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On square-root boundaries for Bessel processes, and pole-seeking Brownian motion

Part of the Lecture Notes in Mathematics book series (LNM,volume 1095)

Keywords

  • Brownian Motion
  • Stochastic Integral
  • Bessel Process
  • Optimal Constant
  • Strong Markov Property

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References

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© 1984 Springer-Verlag

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Yor, M. (1984). On square-root boundaries for Bessel processes, and pole-seeking Brownian motion. In: Truman, A., Williams, D. (eds) Stochastic Analysis and Applications. Lecture Notes in Mathematics, vol 1095. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0099124

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  • DOI: https://doi.org/10.1007/BFb0099124

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13891-4

  • Online ISBN: 978-3-540-39103-6

  • eBook Packages: Springer Book Archive