Path transformations of first passage bridges.
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
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David Williams (1976)
Séminaire de probabilités de Strasbourg
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Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
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Wendelin Werner (1995)
Séminaire de probabilités de Strasbourg
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Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
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R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Itai Benjamini, Nathanaël Berestycki (2010)
Journal of the European Mathematical Society
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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...
Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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