On an Identity in Law for the Variance of the Brownian Bridge

DOI10.1112/S0024609396001920zbMATH Open0956.60085OpenAlexW2030619840MaRDI QIDQ4342109FDOQ4342109

Authors: Zhan Shi, Marc Yor 

Publication date: 3 July 1997

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024609396001920

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zbMATH Keywords

elementary transformationtwo-dimensional Brownian motionduplication identity in law

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (10)

• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• On quadratic functionals of the Brownian sheet and related processes
• A decomposition for invariant tests of uniformity on the sphere
• On an identity in law involving two quadratic functionals of the Brownian bridge
• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• On striking identities about the exponential functionals of the Brownian bridge and Brownian motion
• A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor
• A distributional identity for the bivariate Brownian bridge: a nontensor Gaussian field
• On the law of a triplet associated with the pseudo-Brownian bridge
• Goodness of fit tests for the Haar measure, Waton's duplication identity and representations of compact groups

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