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Publication:2714357
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zbMath0973.60082MaRDI QIDQ2714357

Marc Yor, Jim W. Pitman

Publication date: 13 June 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rangethree-dimensional Bessel processWilliams' decompositionBrownian scaling


Mathematics Subject Classification ID

Brownian motion (60J65)


Related Items (5)

Extensions of Brownian motion to a family of Grushin-type singularities ⋮ A stochastically quasi-optimal search algorithm for the maximum of the simple random walk ⋮ Probability density function of the local score position ⋮ An excursion approach to maxima of the Brownian bridge ⋮ Testing for parameter constancy in non-Gaussian time series




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