scientific article; zbMATH DE number 232922

MaRDI QIDQ5287433zbMATH OpenFDO

Authors Marc Yor, Jim Pitman

Publication date 30 August 1993

zbMATH Keywords

Bessel bridgesBessel processBrownian motionsupremum process

Mathematics Subject Classification ID

Sample path properties (60G17) Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65)

Recommendations

• Random Brownian scaling identities and splicing of Bessel processes
• scientific article; zbMATH DE number 797360
• On the laws of homogeneous functionals of the Brownian bridge

Cited in

(8)

• The law of the maximum of a Bessel bridge
• Random Brownian scaling identities and splicing of Bessel processes
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Decomposing the Brownian path via the range process
• Locating the maximum of an empirical process
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
• scientific article; zbMATH DE number 797360 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5287433)