The Vervaat transform of Brownian bridges and Brownian motion (Q2515918)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Vervaat transform of Brownian bridges and Brownian motion |
scientific article |
Statements
The Vervaat transform of Brownian bridges and Brownian motion (English)
0 references
7 August 2015
0 references
Brownian quartet
0 references
Bessel bridges/processes
0 references
Markov property
0 references
path decomposition
0 references
semi-martingale property
0 references
size-biased sampling
0 references
vervaat transform
0 references