Ranked functionals of Brownian excursions

DOI10.1016/S0764-4442(97)82719-XMaRDI QIDQ4229976zbMATH OpenOpenAlexFDO

Authors Marc Yor, Jim Pitman

Publication date 26 April 1999

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(97)82719-x

zbMATH Keywords

Brownian motionlocal timeBrownian bridgeBrownian excursionBrownian meander

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

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