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MR1415238 (97m:60021) 60F05 (60J15 60J65 82C41)
Davis, Burgess Weak limits of perturbed random walks and the equation $Y\sb t=B\sb t+\alpha\sup\{Y\sb s\colon\ s\leq t\}+\beta\inf\{Y\sb s\colon\ s\leq t\}$. Ann. Probab. 24 (1996), no. 4, 2007–2023.
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