Weak limits of perturbed random walks and the equation $Y_t = B_t + \alpha\sup\{Y_s\colon s \leq t\}+\beta\inf\{Y\sb s\colon s \leq t\}$

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ژورنال

عنوان ژورنال: The Annals of Probability

سال: 1996

ISSN: 0091-1798

DOI: 10.1214/aop/1041903215