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Seminar on Stochastics
November 11, 2011 15:30, St. Petersburg, PDMI, room 106 (nab. r. Fontanki, 27)
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О связи между броуновской экскурсией, броуновской извилиной и броуновским мостом
N. V. Alekseev |
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| This page: | 208 | | Materials: | 51 |
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Supplementary materials:
absract1111_2.pdf (109.2 Kb)
References
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J. Bertoin and J. Pitman, “Path Transformations Connecting Brownian Bridge, Excursion and Meander”, Bull. Sci. Math., 118 (1994), 147–166
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by W Vervaat “A relation between Brownian bridge and Brownian excursion”, Ann. Probab., 7:1 (1979), 143–149
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