On the laws of homogeneous functionals of the Brownian bridge

被引：0
|
作者：
Carmona, P
Petit, F
Pitman, J
Yor, M
机构：
[1] Univ Toulouse 3, Lab Stat & Probabil, F-31062 Toulouse 4, France
[2] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris 05, France
[3] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[4] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75252 Paris 05, France
来源：
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA | 1999年 / 35卷 / 3-4期
关键词：
reflecting Brownian motion; bessel processes; Ray-Knight theorems; generalized arc-sine laws;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this note, we give a general and elementary method, which allows to compute the distributions of a large number of interesting functionals of the standard Brownian bridge.
引用
收藏
页码：445 / 455
页数：11
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