Constructions of a Brownian path with a given minimum.
Bertoin, Jean, Pitman, Jim, Ruiz de Chavez, Juan (1999)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “On the occupation time of Brownian excursion.”
Constructions of a Brownian path with a given minimum.
On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model
Jacek Jakubowski, Maciej Wiśniewolski (2013)
Studia Mathematica
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We find a probabilistic representation of the Laplace transform of some special functional of geometric Brownian motion using squared Bessel and radial Ornstein-Uhlenbeck processes. Knowing the transition density functions of these processes, we obtain closed formulas for certain expectations of the relevant functional. Among other things we compute the Laplace transform of the exponent of the T transforms of Brownian motion with drift used by Donati-Martin, Matsumoto, and Yor in a variety...
Avoiding-probabilities for Brownian snakes and super-Browian motion.
Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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The distribution of time spent by a standard excursion above a given level, with applications to ring polymers near a discontinuity in potential.
Jansons, Kalvis M. (1997)
Electronic Communications in Probability [electronic only]
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Distribution of the Brownian motion on its way to hitting zero.
Chigansky, Pavel, Klebaner, Fima C. (2008)
Electronic Communications in Probability [electronic only]
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Some calculations for perturbed brownian motion
R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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A note on reflecting Brownian motions.
Soucaliuc, Florin, Werner, Wendelin (2002)
Electronic Communications in Probability [electronic only]
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Laws of the iterated logarithm for the brownian snake
Laurent Serlet (2000)
Séminaire de probabilités de Strasbourg
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Path transformations of first passage bridges.
Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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On a stopped brownian motion formula of H. M. Taylor
David Williams (1976)
Séminaire de probabilités de Strasbourg
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Some remarks about the joint law of brownian motion and its supremum
Marc Yor (1997)
Séminaire de probabilités de Strasbourg
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Coalescence of skew brownian motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum (2001)
Séminaire de probabilités de Strasbourg
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