A decomposition of the Brownian path-Reference-Cited by-同舟云学术

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A decomposition of the Brownian path

Published:1987-03 Issue:2 Volume:5 Page:87-93
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Karatzas Ioannis,Shreve Steven E.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

2. Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control;Karatzas;Ann. Probab.,1984

3. A decomposition of the Brownian path;Karatzas,1984

4. Brownian Motion and Stochastic Calculus;Karatzas,1987

5. Processus Stochastiques et Mouvement Brownien;Lévy,1965

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Arcsine laws for random walks generated from random permutations with applications to genomics;Journal of Applied Probability;2021-11-22

2. Step Options;Mathematical Finance;1999-01

3. On a formula of Takács for Brownian motion with drift;Journal of Applied Probability;1998-06

4. On a formula of Takács for Brownian motion with drift;Journal of Applied Probability;1998-06

5. Some remarks about the joint law of Brownian motion and its supremum;Lecture Notes in Mathematics;1997

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