Decomposing the Brownian path via the range process

Stochastic Processes and their Applications

Volumn 55, Issue 2, 1995, Pages 211-226

  Vallois, P ^a  

^a UNIVERSITÉ DE LORRAINE   (France)

Author keywords

60G17; 60G40; 60G44; 60G55; 60J30; 60J65; 60J75; Brownian excursions; Brownian motion; Martingales; Range process

Indexed keywords

EID: 0010018516     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(94)00044-T     Document Type: Article

References (10)

1. On the Azéma martingales
2. The asymptotic distribution of the range of sums of independent random variables
3. The concave majorant of Brownian motion
4. Brownian excursions from extremes
5. On the range of Brownian motion and its inverse process
6. 3 pieces, Stochast
7. Inverse local times, positive sojourns, and maxima for Brownian motion
8. Exist systems
9. Dilatations d'espace-temps, réarrangements des trajectoires browniennes, et quelques extensions d'une identité de Knight
10. Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné