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MATHEMATIK

The Absorption Time of a Brownian Motion Between an Absorbing and a Reflecting Barrier as a Limit of Random Walk Results

by Zierke, E.

Preprint series: 96-18, Preprints

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory, See also {62L15, 90D60}

60J65 Brownian motion, See also {58G32}

60F17 Functional limit theorems; invariance principles