J. Schweinsberg (2001). Applications of the continuous-time ballot theorem to Brownian motion and related processes. Stochastic Process. Appl. 95, 151-176. Home/Search Document Details and Download
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Path Transformations of First Passage Bridges - Bertoin, al. (2003) (1 citation) (Correct)
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J. Schweinsberg (2001). Applications of the continuous-time ballot theorem to Brownian motion and related processes. Stochastic Process. Appl. 95, 151-176.
Universites de Paris 6 Paris 7 - CNRS (UMR 7599) PR - Epublications Du Laboratoire (Correct)
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J. Schweinsberg (2001). Applications of the continuous-time ballot theorem to Brownian motion and related processes. Stochastic Process. Appl. 95, 151--176.
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