The greatest convex minorant of Brownian motion, meander, and bridge (Q714952): Difference between revisions

@@ Property / DOI @@
-.1007/s00440-011-0385-0
@@ Property / DOI: 10.1007/s00440-011-0385-0 / rank @@
-Normal rank
@@ Property / author @@
-Jim W. Pitman
@@ Property / author: Jim W. Pitman / rank @@
-Normal rank
@@ Property / author @@
+Jim W. Pitman
@@ Property / author: Jim W. Pitman / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1965403980
@@ Property / OpenAlex ID: W1965403980 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3073
@@ Property / arXiv ID: 1011.3073 / rank @@
+Normal rank
@@ Property / cites work @@
+Concave Majorants of Random Walks and Related Poisson Processes
+Normal rank
@@ Property / cites work @@
+The distribution of the maximal difference between a Brownian bridge and its concave majorant
+Normal rank
@@ Property / cites work @@
+Q3694411
@@ Property / cites work: Q3694411 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+The convex minorant of the Cauchy process
@@ Property / cites work: The convex minorant of the Cauchy process / rank @@
+Normal rank
@@ Property / cites work @@
+Path transformations of first passage bridges
@@ Property / cites work: Path transformations of first passage bridges / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence to Brownian excursion
@@ Property / cites work: Weak convergence to Brownian excursion / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction
+Normal rank
@@ Property / cites work @@
+Markovian bridges: weak continuity and pathwise constructions
+Normal rank
@@ Property / cites work @@
+Sunset over Brownistan
@@ Property / cites work: Sunset over Brownistan / rank @@
+Normal rank
@@ Property / cites work @@
+Q3308825
@@ Property / cites work: Q3308825 / rank @@
+Normal rank
@@ Property / cites work @@
+On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions
+Normal rank
@@ Property / cites work @@
+Q4279771
@@ Property / cites work: Q4279771 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3766609
@@ Property / cites work: Q3766609 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5639122
@@ Property / cites work: Q5639122 / rank @@
+Normal rank
@@ Property / cites work @@
+Records, permutations and greatest convex minorants
+Normal rank
@@ Property / cites work @@
+Fluctuation identities for lévy processes and splitting at the maximum
+Normal rank
@@ Property / cites work @@
+The concave majorant of Brownian motion
@@ Property / cites work: The concave majorant of Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
+Normal rank
@@ Property / cites work @@
+Q3740769
@@ Property / cites work: Q3740769 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4510189
@@ Property / cites work: Q4510189 / rank @@
+Normal rank
@@ Property / cites work @@
+One-dimensional Brownian motion and the three-dimensional Bessel process
+Normal rank
@@ Property / cites work @@
+Q3308783
@@ Property / cites work: Q3308783 / rank @@
+Normal rank
@@ Property / cites work @@
+Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
+Normal rank
@@ Property / cites work @@
+The convex minorant of a Lévy process
@@ Property / cites work: The convex minorant of a Lévy process / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Minorants of Random Walks and Brownian Motion
+Normal rank
@@ Property / cites work @@
+Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
+Normal rank
@@ Property / DOI @@
+.1007/S00440-011-0385-0
@@ Property / DOI: 10.1007/S00440-011-0385-0 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:714952