Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem

Theory of Probability and its Applications

Volumn 44, Issue 2, 1999, Pages 412-418

  Shiryaev, A N ^a   Cherny, A S ^b  

^a STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

^b MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Brownian motion with a drift; Conditionally Gaussian martingales; Local time; P. L vy's theorem; Skorokhod's lemma

Indexed keywords

EID: 0033622226     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977689     Document Type: Article

References (14)

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