A remark about the norm of a Brownian bridge

DOI10.1016/j.spl.2004.04.001zbMath1080.60037OpenAlexW4300790631MaRDI QIDQ1771429

Marc Yor, Lorenzo Zambotti

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.04.001

zbMATH Keywords

Bessel bridgesBessel processes with drifts

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Distribution theory (60E99)

Related Items (3)

Localization length of the \(1+1\) continuum directed random polymer ⋮ Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent ⋮ Bessel SPDEs with general Dirichlet boundary conditions

Cites Work

• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
• On time inversion of one-dimensional diffusion processes
• On the growth of stochastic integrals
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