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Constructions of a Brownian path with a given minimum

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Publication:1298337
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DOI10.1214/ECP.v4-1003zbMath1021.60060OpenAlexW2150341880MaRDI QIDQ1298337

Jean Bertoin, Juan Ruiz de Chávez, Jim W. Pitman

Publication date: 22 August 1999

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122914

zbMATH Keywords

Brownian motionpath transformation


Mathematics Subject Classification ID

Brownian motion (60J65)


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Shifting Processes with Cyclically Exchangeable Increments at Random, \(\varepsilon\)-strong simulation of the Brownian path, Interpolation for partly hidden diffusion processes, A random walk on \(\mathbb Z\) with drift driven by its occupation time at zero, The value of the high, low and close in the estimation of Brownian motion, Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory



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