Random scaling and sampling of Brownian motion (Q904208)
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scientific article; zbMATH DE number 6529335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random scaling and sampling of Brownian motion |
scientific article; zbMATH DE number 6529335 |
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Random scaling and sampling of Brownian motion (English)
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12 January 2016
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Brownian motion
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random scaling
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local times
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hitting times
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uniform sampling
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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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Ray-Knight theorems
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bang-bang process
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