Markovian structure in the concave majorant of Brownian motion (Q2144338)

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Markovian structure in the concave majorant of Brownian motion
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    title
    Markovian structure in the concave majorant of Brownian motion (English)
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    DOI
    10.1214/22-EJP769
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    author
    Mehdi Ouaki
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    Jim W. Pitman
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    publication date
    13 June 2022
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    Mathematics Subject Classification ID
    60J65
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    60G51
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    60G55
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    zbMATH DE Number
    7541191
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    zbMATH Keywords
    Brownian motion
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    convex minorant
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    path decomposition
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    arXiv ID
    2105.11042
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    OpenAlex ID
    W3165874278
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