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On the Law of a Triplet Associated with the Pseudo-Brownian Bridge - MaRDI portal

On the Law of a Triplet Associated with the Pseudo-Brownian Bridge (Q4568494)

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scientific article; zbMATH DE number 6892765
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On the Law of a Triplet Associated with the Pseudo-Brownian Bridge
scientific article; zbMATH DE number 6892765

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    On the Law of a Triplet Associated with the Pseudo-Brownian Bridge (English)
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    21 June 2018
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    Brownian motion
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    pseudo-Brownian bridge
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    Bessel process
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    local time
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    hitting times
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    scaling
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    uniform sampling
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    Mellin transform
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