Perturbed and non-perturbed brownian taboo processes
Doney, R. A. ; Nakhi, Y. B.
Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001), p. 725-736 / Harvested from Numdam
@article{AIHPB_2001__37_6_725_0,
     author = {Doney, Ron A. and Nakhi, Y. B.},
     title = {Perturbed and non-perturbed brownian taboo processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {37},
     year = {2001},
     pages = {725-736},
     mrnumber = {1863275},
     zbl = {0989.60076},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2001__37_6_725_0}
}
Doney, R. A.; Nakhi, Y. B. Perturbed and non-perturbed brownian taboo processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 37 (2001) pp. 725-736. http://gdmltest.u-ga.fr/item/AIHPB_2001__37_6_725_0/

[1] E. Csáki, On the lower limits of maxima and minima of Wiener processes and partial sums, Z. Wahrsch. Verw. Gebiete 43 (1978) 205-221. | MR 494527 | Zbl 0372.60113

[2] R.A. Doney, Some calculations for perturbed Brownian motion, in: Sém. Probab. XXXII, Lecture Notes Math., 1686, 1998, pp. 231-236. | Numdam | MR 1655296 | Zbl 0911.60067

[3] F.B. Knight, Brownian local times and taboo processes, Trans. Amer. Math. Soc. 143 (1969) 173-185. | MR 253424 | Zbl 0187.41203

[4] A. Lambert, Completely asymmetric Lévy processes confined in a finite interval, Ann. Inst. H. Poincaré 36 (2001) 251-274. | Numdam | MR 1751660 | Zbl 0970.60055

[5] W. Magnus, F. Oberhettinger, R.P. Soni, Formulas and Theorems for the Special Functions of Mathematical Physics, Springer-Verlag, Berlin, 1966. | MR 232968 | Zbl 0143.08502

[6] Y. Nakhi, A study of some perturbed processes related to Brownian motion, Ph. D. Thesis, University of Manchester, 2000.

[7] M. Yor, Some Aspects of Brownian Motion. Part 1. Some Special Functionals, Birkhäuser, Basel, 1992. | MR 1193919 | Zbl 0779.60070