Random Brownian scaling identities and splicing of Bessel processes

DOI10.1214/aop/1022855878zbMath0937.60079OpenAlexW1717073740MaRDI QIDQ1307460

Marc Yor, Jim W. Pitman

Publication date: 31 October 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855878

zbMATH Keywords

Bessel processBrownian excursionBrownian bridgelocal timerange processpath transformationWilliams' decompositionBrownian scaling

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Self-similar stochastic processes (60G18)

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