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MaPhySto
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

by:

Goran Peskir

Abstract

[Given in postscript-file below]

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