Properties of perpetual integral functionals of brownian motion with drift
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 335-347
@article{AIHPB_2005__41_3_335_0,
author = {Salminen, Paavo and Yor, Marc},
title = {Properties of perpetual integral functionals of brownian motion with drift},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {335--347},
year = {2005},
publisher = {Elsevier},
volume = {41},
number = {3},
doi = {10.1016/j.anihpb.2004.01.006},
mrnumber = {2139023},
zbl = {1082.60073},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.006/}
}
TY - JOUR AU - Salminen, Paavo AU - Yor, Marc TI - Properties of perpetual integral functionals of brownian motion with drift JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 335 EP - 347 VL - 41 IS - 3 PB - Elsevier UR - http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.006/ DO - 10.1016/j.anihpb.2004.01.006 LA - en ID - AIHPB_2005__41_3_335_0 ER -
%0 Journal Article %A Salminen, Paavo %A Yor, Marc %T Properties of perpetual integral functionals of brownian motion with drift %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 335-347 %V 41 %N 3 %I Elsevier %U http://geodesic.mathdoc.fr/articles/10.1016/j.anihpb.2004.01.006/ %R 10.1016/j.anihpb.2004.01.006 %G en %F AIHPB_2005__41_3_335_0
Salminen, Paavo; Yor, Marc. Properties of perpetual integral functionals of brownian motion with drift. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 3, pp. 335-347. doi: 10.1016/j.anihpb.2004.01.006
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