On the Law of a Triplet Associated with the Pseudo-Brownian Bridge (Q4568494)
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scientific article; zbMATH DE number 6892765
Language | Label | Description | Also known as |
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English | On the Law of a Triplet Associated with the Pseudo-Brownian Bridge |
scientific article; zbMATH DE number 6892765 |
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On the Law of a Triplet Associated with the Pseudo-Brownian Bridge (English)
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21 June 2018
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Brownian motion
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pseudo-Brownian bridge
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Bessel process
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local time
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hitting times
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scaling
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uniform sampling
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Mellin transform
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