scientific article; zbMATH DE number 3839042

MaRDI QIDQ3308783zbMATH OpenFDO

Authors Jim Pitman

Publication date 1983

zbMATH Keywords

Bessel processconvex minorant processdecomposition of path

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65)

Cited in

(15)

• Sunset over Brownistan
• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
• The Bohnenblust-Spitzer algorithm and its applications
• Some developments in the theory of shape constrained inference
• Marginal densities of the least concave majorant of Brownian motion.
• Excursions away from the Lipschitz minorant of a Lévy process
• Markovian structure in the concave majorant of Brownian motion
• Abrupt Lévy processes.
• On the convex hull of a Brownian excursion with parabolic drift.
• Concave majorant of stochastic processes and Burgers turbulence
• The convex minorant of a Lévy process
• The distribution of the maximal difference between a Brownian bridge and its concave majorant
• Non-Markovianity of 2 K - B and a degeneration
• Large-scale multifractality and lack of self-similar decay for Burgers and three-dimensional Navier-Stokes turbulence
• The greatest convex minorant of Brownian motion, meander, and bridge

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