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MAXIMA IN BROWNIAN EXCURSIONS

    https://doi.org/10.1142/9789812567130_0017Cited by:0 (Source: Crossref)
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    Abstract:

    Let {X(t), t ≥ 0} be the standard one-dimensional Brownian motion starting at 0. For t > 0 define

    …

    Keywords:
    AMSC: Primary 60J65, Primary 60J10, Primary 60E05