The Vervaat transform of Brownian bridges and Brownian motion (Q2515918)
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scientific article; zbMATH DE number 6471529
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| default for all languages | No label defined |
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| English | The Vervaat transform of Brownian bridges and Brownian motion |
scientific article; zbMATH DE number 6471529 |
Statements
The Vervaat transform of Brownian bridges and Brownian motion (English)
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7 August 2015
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Brownian quartet
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Bessel bridges/processes
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Markov property
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path decomposition
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semi-martingale property
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size-biased sampling
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vervaat transform
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0.8306998610496521
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0.8285983204841614
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0.8255471587181091
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0.7982890605926514
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