Random Brownian scaling identities and splicing of Bessel processes (Q1307460)
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scientific article; zbMATH DE number 1355214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Brownian scaling identities and splicing of Bessel processes |
scientific article; zbMATH DE number 1355214 |
Statements
Random Brownian scaling identities and splicing of Bessel processes (English)
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31 October 1999
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Brownian bridge
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Brownian excursion
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Brownian scaling
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path transformation
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Williams' decomposition
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local time
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Bessel process
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range process
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