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References

  1. H. Dette, J. Pitman and W. J. Studden, A new duality relation for random walks, Technical Report No. 432, Department of Statistics, University of California at Berkeley, (1995). Math Review article not available.
  2. L.C.G. Rogers and David Williams, Diffusions, Markov Processes and Martingales: Vol. 2, Ito Calculus, John Wiley & Sons, (1987). Math Review link
  3. D.S. Dean and K.M. Jansons, Excursions for polymers in elongational flows, J. Stat. Phys. 79, (1995), 265--297. Math Review article not available.
  4. D. Siegmund, The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes, Ann. Prob. 4, (1976), 914--924. Math Review link


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