Operational Derivation of Some Brownian Motion Results

DOI10.2307/1403062zbMath0624.60092OpenAlexW2323031653MaRDI QIDQ3026004

J. P. Imhof, P. Kümmerling

Publication date: 1986

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403062

zbMATH Keywords

Brownian excursionBrownian meanderdensity factorizationssplitting and time reversal

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

Heuristic approach to some laws for brownian motion ⋮ A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces ⋮ The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest

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