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

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