The law of the maximum of a Bessel bridge.

Pitman, Jim; Yor, Marc

Electronic Journal of Probability [electronic only] (1999)

  • Volume: 4, page Paper No. 15, 34 p.-Paper No. 15, 34 p.
  • ISSN: 1083-589X

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Pitman, Jim, and Yor, Marc. "The law of the maximum of a Bessel bridge.." Electronic Journal of Probability [electronic only] 4 (1999): Paper No. 15, 34 p.-Paper No. 15, 34 p.. <http://eudml.org/doc/120476>.

@article{Pitman1999,
author = {Pitman, Jim, Yor, Marc},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Brownian brigde; Brownian excursion; Brownian scaling; local time; Bessel process; zeros of Bessel functions; Riemann zeta function},
language = {eng},
pages = {Paper No. 15, 34 p.-Paper No. 15, 34 p.},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {The law of the maximum of a Bessel bridge.},
url = {http://eudml.org/doc/120476},
volume = {4},
year = {1999},
}

TY - JOUR
AU - Pitman, Jim
AU - Yor, Marc
TI - The law of the maximum of a Bessel bridge.
JO - Electronic Journal of Probability [electronic only]
PY - 1999
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 4
SP - Paper No. 15, 34 p.
EP - Paper No. 15, 34 p.
LA - eng
KW - Brownian brigde; Brownian excursion; Brownian scaling; local time; Bessel process; zeros of Bessel functions; Riemann zeta function
UR - http://eudml.org/doc/120476
ER -

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