Weak limits of perturbed random walks and the equation $Y_t = B_t + \alpha\sup\{Y_s\colon s \leq t\}+\beta\inf\{Y\sb s\colon s \leq t\}$
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1996
ISSN: 0091-1798
DOI: 10.1214/aop/1041903215