Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494): Difference between revisions

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Revision as of 10:22, 11 July 2024

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Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
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    Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (English)
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    12 February 2016
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    Brownian motion
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    Brownian bridge
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    Brownian meander
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    pseudo-Brownian bridge
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    Bessel process
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    uniform sampling
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    local times
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    hitting times
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    enlargement of filtration
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