On the law of a triplet associated with the pseudo-Brownian bridge (Q4568494)
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scientific article; zbMATH DE number 6892765
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| English | On the law of a triplet associated with the pseudo-Brownian bridge |
scientific article; zbMATH DE number 6892765 |
Statements
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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0.8127949833869934
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0.7400745749473572
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0.7393417358398438
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