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Links between Brownian processes, proportional increments and the last hitting times

Authors
  • Privat, Meziane
Publication Date
Dec 27, 2019
Source
Kaleidoscope Open Archive
Keywords
Language
English
License
Unknown
External links

Abstract

In this short article, we will focus on the different links between some stochastic processes resulting from Brownian motion and two notions of probability theory (proportional increments and last hitting times).

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