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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1998-2
April 1998

Controlling the Velocity of Brownian Motion by its Terminal Value


Goran Peskir


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This paper has now been published in Anal. Geom. Inequal. Appl. (invited paper), Math. Appl. 478, 1999, (323-333)