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On square-root boundaries for Bessel processes, and pole-seeking Brownian motion

  • Marc Yor
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1095)

Keywords

Brownian Motion Stochastic Integral Bessel Process Optimal Constant Strong Markov Property 
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Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • Marc Yor
    • 1
  1. 1.Laboratoire de ProbabilitésUniversité P. et M. CurieParis Cedex 05

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