[MaPhySto logo]
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1998-22
September 1998

An extension of P. Lévy's distributional properties

to the case of a Brownian motion with drift


Svend Erik Graversen

Albert N. Shiryaev

Availability: [ gzipped dvi-file ] [ gzipped ps-file ] [ pdf-file ]

[ Help on down-loading/viewing/printing ]

This paper has now been published in Bernoulli 6 (2000), no. 4, 615--620.