Mansuy, Roger; Yor, Marc Aspects of Brownian motion. (English) Zbl 1162.60022 Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60J65 60-02 60J55 60J99 60K40 PDFBibTeX XMLCite \textit{R. Mansuy} and \textit{M. Yor}, Aspects of Brownian motion. Berlin: Springer (2008; Zbl 1162.60022) Full Text: DOI
Lachal, Aimé First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift. (English) Zbl 1136.60026 Stochastic Processes Appl. 118, No. 1, 1-27 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60G20 60J25 PDFBibTeX XMLCite \textit{A. Lachal}, Stochastic Processes Appl. 118, No. 1, 1--27 (2008; Zbl 1136.60026) Full Text: DOI