A construction of the Brownian path from BES^ 3 pieces

DOI10.1016/0304-4149(92)90067-ZzbMATH Open0762.60071OpenAlexW2061688851MaRDI QIDQ1201899FDOQ1201899

Authors: J. P. Imhof 

Publication date: 17 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90067-z

Recommendations

• A decomposition of the Brownian path
• scientific article; zbMATH DE number 19586
• Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight
• scientific article; zbMATH DE number 4088668
• On the range of Brownian motion and its inverse process

zbMATH Keywords

Brownian motionhitting timeBessel processespath decompositionlocal extrema

Mathematics Subject Classification ID

Brownian motion (60J65) Distribution theory (60E99) Sample path properties (60G17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Brownian Local Times and Taboo Processes
• Title not available (Why is that?)
• On the range of Brownian motion and its inverse process
• Operational Derivation of Some Brownian Motion Results
• Title not available (Why is that?)

Cited In (10)

• On first range times of linear diffusions
• Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
• Construction of the paths of Brownian motions on star graphs. I
• Range of Brownian motion with drift
• Decomposing the Brownian path via the range process
• The value of the high, low and close in the estimation of Brownian motion
• Random Brownian scaling identities and splicing of Bessel processes
• Skorohod-reflection of Brownian Paths and BES^3
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Run length statistics and the Hurst exponent in random and birth-death random walks.

This page was built for publication: A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1201899)