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Branching processes, the Ray-Knight theorem, and sticky Brownian motion

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1655)

Keywords

  • Brownian Motion
  • Local Time
  • Stochastic Differential Equation
  • Quadratic Variation
  • Extinction Time

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References

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© 1997 Springer-Verlag Berlin Heidelberg

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Warren, J. (1997). Branching processes, the Ray-Knight theorem, and sticky Brownian motion. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119287

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  • DOI: https://doi.org/10.1007/BFb0119287

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  • Print ISBN: 978-3-540-62634-3

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