Controlling the Velocity of Brownian Motion by its Terminal Value

نویسنده

  • GORAN PESKIR
چکیده

Centre for Mathematical Physics and Stochastics, supported by the Danish National Research Foundation. AMS 1980 subject classifications. Primary 60J65, 60E15, 34A34. Secondary 60G40, 60J60, 60G15.

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تاریخ انتشار 1999