scientific article; zbMATH DE number 563055

zbMATH Open0805.60076MaRDI QIDQ4290908FDOQ4290908

Authors: Jean Bertoin, Jim Pitman 

Publication date: 6 February 1995

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

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zbMATH Keywords

local timeBessel processBrownian bridgeBrownian excursionBrownian meanderpath transformations

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cited In (30)

• Why Delannoy numbers?
• On the supremum of products of symmetric stable processes
• Local convergence for permutations and local limits for uniform \(\rho \)-avoiding permutations with \(|\rho |=3\)
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• A factorisation of diffusion measure and finite sample path constructions
• Recursive construction of continuum random trees
• Applications of the continuous-time ballot theorem to Brownian motion and related processes.
• Markov bridges: SDE representation
• Regenerative tree growth: Markovian embedding of fragmenters, bifurcators, and bead splitting processes
• Retrospective exact simulation of diffusion sample paths with applications
• The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation
• Dual representations of Laplace transforms of Brownian excursion and generalized meanders
• Brownian bridge asymptotics for random mappings
• Reflected Brownian bridge local time conditioned on its local time at the origin
• Counting lattice chains and Delannoy paths in higher dimensions
• Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
• Cutting down trees with a Markov chainsaw
• The value of the high, low and close in the estimation of Brownian motion
• The argmin process of random walks, Brownian motion and Lévy processes
• On the Brownian separable permuton
• Path transformations of first passage bridges
• A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
• Fractal transformed doubly reflected Brownian motions
• Exact Monte Carlo simulation of killed diffusions
• An extension of Vervaat's transformation and its consequences
• Random cographs: Brownian graphon limit and asymptotic degree distribution
• The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph
• Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment
• Effective Langevin equations for constrained stochastic processes

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