The integral of the supremum process of Brownian motion

Journal of Applied Probability

Volumn 46, Issue 2, 2009, Pages 593-600

  Janson, Svante ^a   Petersson, Niclas ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Brownian areas; Brownian motion; Local time; Supremum process

Indexed keywords

EID: 67949089773     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1245676109     Document Type: Article

References (10)

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