Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4999
Title: | Crossings of brownian motion : a semi-martingale approach |
Authors: | Rajeev, B |
Keywords: | Brownian motion Crossings Semi-martingale Local time Lavy's crossings theorem Taylor's formula |
Issue Date: | 1989 |
Citation: | Sankhya : The Indian Journal of Statistics, v 51, no. 3, |
Series/Report no.: | A; |
URI: | http://hdl.handle.net/10263/4999 |
Appears in Collections: | Mathematics and Statistics |
Files in This Item:
File | Description | Size | Format | |
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Crossings of Brownian motion -A semi martingle approach-V51-P251-268.pdf | 983.56 kB | Adobe PDF | View/Open |
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