A decomposition of Bessel Bridges

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

Volumn 59, Issue 4, 1982, Pages 425-457

  Pitman, Jim ^a   Yor, Marc ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000674721     PISSN: 00443719     EISSN: 14322064     Source Type: Journal    
DOI: 10.1007/BF00532802     Document Type: Article

References (28)

1. Conditional Brownian motion and the boundary limits of harmonic functions
2. Excursions of Brownian motion and Bessel processes
3. On the statistical loss of long-period comets from the solar system II
4. Semi-martingales et grossissement d'une filtration
5. Sur les distributions de certaines fonctionnelles du mouvement brownien
6. Excursions of a non-singular diffusion
7. Martin boundaries for invariant Markov processes on a solvable group
8. One-dimensional Brownian motion and the three-dimensional Bessel process
9. Markov functions of Markov processes
10. Bessel processes and infinitely divisible laws
11. Williams characterization of the Brownian excursion law: proof and applications
12. Radon-Nikodym derivatives of Gaussian measures
13. Bessel diffusions as a one-parameter family of diffusion processes
14. Excursions and Local Time
15. On time inversion of one-dimensional diffusion processes
16. Path decomposition and continuity of local time for one-dimensional diffusions, I
17. Markov properties of Brownian local time
18. Decomposing the Brownian path
19. On the uniqueness of solutions of stochastic differential equations
20. Loi de l'indice du lacet brownien, et distribution de Hartman-Watson