A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor (Q871030)
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scientific article; zbMATH DE number 5134223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor |
scientific article; zbMATH DE number 5134223 |
Statements
A short proof of an identity for a Brownian bridge due to Donati-Martin, Matsumoto and Yor (English)
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15 March 2007
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Brownian excursion
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Vervaat's decomposition
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