boue.dupuis:98:variational¶
BibTeX Entry:
@article{boue.dupuis:98:variational,
author = {Bou\'{e}, Michelle and Dupuis, Paul},
doi = {10.1214/aop/1022855876},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60J65 (60F10 60H99)},
mrnumber = {1675051},
mrreviewer = {Catherine Donati-Martin},
number = {4},
pages = {1641--1659},
title = {A variational representation for certain functionals of {B}rownian motion},
url = {https://doi.org/10.1214/aop/1022855876},
volume = {26},
year = {1998}
}