On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

DOI10.1007/978-3-319-11970-0_14zbMath1390.60298arXiv1310.7164OpenAlexW1895861027MaRDI QIDQ4568494

Marc Yor, Mathieu Rosenbaum

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7164

zbMATH Keywords

Mellin transformBessel processBrownian motionscalinghitting timeslocal timeuniform samplingpseudo-Brownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

Random scaling and sampling of Brownian motion ⋮ Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent ⋮ Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling

Cites Work

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• Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times
• On the expectation of normalized Brownian functionals up to first hitting times
• One-dimensional Brownian motion and the three-dimensional Bessel process

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