On excursions inside an excursion

DOI10.1016/j.spa.2021.04.010zbMath1469.60254OpenAlexW3157044431MaRDI QIDQ2029765

Ju-Yi Yen, May-Ru Chen

Publication date: 4 June 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.04.010

zbMATH Keywords

Brownian bridgeVervaat transformBrownian excursion theory

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• An excursion approach to maxima of the Brownian bridge
• Excursions in Brownian motion
• A relation between Brownian bridge and Brownian excursion
• The law of the maximum of a Bessel bridge
• On the ranked excursion heights of a Kiefer process
• On the distribution of ranked heights of excursions of a Brownian bridge.
• Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
• The distribution of the maximum Brownian excursion

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