The greatest convex minorant of Brownian motion, meander, and bridge (Q714952)

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The greatest convex minorant of Brownian motion, meander, and bridge
scientific article

    Statements

    title
    The greatest convex minorant of Brownian motion, meander, and bridge (English)
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    author
    Jim W. Pitman
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    Nathan Ross
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    publication date
    12 October 2012
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    zbMATH Keywords
    Brownian motion
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    path decompositions
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    convex minorant
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60J05
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    60E99
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    zbMATH DE Number
    6093303
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