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

DOI10.1112/S0024609396001920MaRDI QIDQ4342109zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

elementary transformationtwo-dimensional Brownian motionduplication identity in law

Mathematics Subject Classification ID

Brownian motion (60J65)

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• On striking identities about the exponential functionals of the Brownian bridge and Brownian motion
• 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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