Brownian Motion With Polar Drift
Work
Year: 1985
Type: article
Abstract: Consider a strong Markov process ${X^0}$ that has continuous sample paths in ${R^d}(d \geqslant 2)$ and the following two properties. (1) Away from the origin ${X^0}$ behaves like Brownian motion with... more
Author R. J. Williams
Cites: 12
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 59.79
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze