Brownian motion and random walk perturbed at extrema

Probability Theory and Related Fields

Volumn 113, Issue 4, 1999, Pages 501-518

  Davis, Burgess ^a  

^a PURDUE UNIVERSITY   (United States)

Author keywords

Perturbed Brownian motion; Reinforced random walk

Indexed keywords

EID: 0033423755     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050215     Document Type: Article

References (9)

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9. Yor.: Some aspects of Brownian motion: some recent martingale problems. Lectures in mathematics ETH Zurich (1997)