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

DOI10.1112/S0024609396001920zbMath0956.60085OpenAlexW2030619840MaRDI QIDQ4342109

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

zbMATH Keywords

elementary transformationtwo-dimensional Brownian motionduplication identity in law

Mathematics Subject Classification ID

Brownian motion (60J65)

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