Crossings of brownian motion : a semi-martingale approach
| dc.contributor.author | Rajeev, B | |
| dc.date.accessioned | 2012-12-06T07:23:14Z | |
| dc.date.available | 2012-12-06T07:23:14Z | |
| dc.date.issued | 1989 | |
| dc.identifier.citation | Sankhya : The Indian Journal of Statistics, v 51, no. 3, | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/4999 | |
| dc.language.iso | en | en_US |
| dc.relation.ispartofseries | A; | |
| dc.subject | Brownian motion | en_US |
| dc.subject | Crossings | en_US |
| dc.subject | Semi-martingale | en_US |
| dc.subject | Local time | en_US |
| dc.subject | Lavy's crossings theorem | en_US |
| dc.subject | Taylor's formula | en_US |
| dc.title | Crossings of brownian motion : a semi-martingale approach | en_US |
| dc.type | Article | en_US |
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