Integral functionals under the excursion measure
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DOI: 10.1017/jpr.2019.90
Abstract: Abstract A new approach to the problem of finding the distribution of integral functionals under the excursion measure is presented. It is based on the technique of excursion straddling a time, stochastic analysis, and calculus… read more here.
Keywords: integral functionals; functionals excursion; excursion measure; measure ... See more keywords