Random Brownian scaling identities and splicing of Bessel processes

Annals of Probability

Volumn 26, Issue 4, 1998, Pages 1683-1702

  Pitman, Jim ^a   Yor, Marc ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Bessel process; Brownian bridge; Brownian excursion; Brownian scaling; Local time; Path transformation; Range process; Williams' decomposition

Indexed keywords

EID: 0032245847     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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