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Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.

Authors
  • Chabriac, Claudie
  • Lagnoux, Agnès
  • Mercier, Sabine
  • Vallois, Pierre
Publication Date
Jan 01, 2014
Source
HAL-UPMC
Keywords
Language
English
License
Unknown
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Abstract

Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score.

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