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

Limiting laws for long Brownian Bridges perturbed by their one-sided maximum

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Bibliographic Details
Published in:Periodica mathematica Hungarica 2005-08, Vol.50 (1-2), p.247-280
Main Authors: Roynette, Bernard, Vallois, Pierre, Yor, Marc
Format: Article
Language:English
Subjects:
Mathematics
Probability
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Description
Summary:Limiting laws for long Brownian Bridges perturbed by their one-sided maximum
ISSN:0031-5303
1588-2829
DOI:10.1007/s10998-005-0015-7