Heuristic approach to some laws for brownian motion

DOI10.2307/3314917zbMath0639.60080OpenAlexW2086718669MaRDI QIDQ3780224

J. P. Imhof

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314917

zbMATH Keywords

Brownian motionBrownian bridgeoccupation timemaximumlast exit timeduration of positivity

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Cites Work

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• Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control
• A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
• A decomposition of the Brownian path
• Operational Derivation of Some Brownian Motion Results
• Remarks on the Equivalence Principle in Fluctuation Theory.
• Heuristic Approach to the Kolmogorov-Smirnov Theorems

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