Random scaling and sampling of Brownian motion

DOI10.2969/jmsj/06741771zbMath1335.60157OpenAlexW2192933340MaRDI QIDQ904208

Mathieu Rosenbaum, Marc Yor

Publication date: 12 January 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jmsj/1445951166

zbMATH Keywords

Bessel processBrownian motionBrownian bridgehitting timeslocal timesrandom scalingBrownian meanderuniform samplingRay-Knight theoremsbang-bang processpseudo-Brownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (1)

Scaled Penalization of Brownian Motion with Drift and the Brownian Ascent

Cites Work

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• Arcsine Laws and Interval Partitions Derived from a Stable Subordinator
• Brownian bridge asymptotics for random mappings
• On the Law of a Triplet Associated with the Pseudo-Brownian Bridge

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