A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
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Publication:1201899
DOI10.1016/0304-4149(92)90067-ZzbMath0762.60071OpenAlexW2061688851MaRDI QIDQ1201899
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
Related Items (8)
Decomposing the Brownian path via the range process ⋮ Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné ⋮ Range of Brownian motion with drift ⋮ The value of the high, low and close in the estimation of Brownian motion ⋮ Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians ⋮ On first range times of linear diffusions ⋮ Random Brownian scaling identities and splicing of Bessel processes ⋮ Run length statistics and the Hurst exponent in random and birth-death random walks.
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