Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494)
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scientific article; zbMATH DE number 6541396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling |
scientific article; zbMATH DE number 6541396 |
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Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (English)
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12 February 2016
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Brownian motion
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Brownian bridge
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Brownian meander
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pseudo-Brownian bridge
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Bessel process
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uniform sampling
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local times
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hitting times
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enlargement of filtration
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0.8827992
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0.8590048
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0.85295606
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