Constructions of a Brownian path with a given minimum

DOI10.1214/ECP.V4-1003zbMATH Open1021.60060OpenAlexW2150341880MaRDI QIDQ1298337FDOQ1298337

Authors: Jean Bertoin, Jim Pitman, Juan Ruiz de Chávez 

Publication date: 22 August 1999

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122914

zbMATH Keywords

Brownian motionpath transformation

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (7)

• Construction of the paths of Brownian motions on star graphs. I
• \(\varepsilon\)-strong simulation of the Brownian path
• Interpolation for partly hidden diffusion processes
• The value of the high, low and close in the estimation of Brownian motion
• A random walk on \(\mathbb Z\) with drift driven by its occupation time at zero
• Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory
• Shifting processes with cyclically exchangeable increments at random

This page was built for publication: Constructions of a Brownian path with a given minimum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1298337)