Williams' characterisation of the brownian excursion law : proof and applications
L. C. G. Rogers (1981)
Séminaire de probabilités de Strasbourg
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L. C. G. Rogers (1981)
Séminaire de probabilités de Strasbourg
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Gerónimo Uribe Bravo (2009)
Annales de l'I.H.P. Probabilités et statistiques
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We present a further analysis of the fragmentation at heights of the normalized brownian excursion. Specifically we study a representation for the mass of a tagged fragment in terms of a Doob transformation of the 1/2-stable subordinator and use it to study its jumps; this accounts for a description of how a typical fragment falls apart. These results carry over to the height fragmentation of the stable tree. Additionally, the sizes of the fragments in the brownian height fragmentation...
Neil O'Connell (2002)
Séminaire de probabilités de Strasbourg
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O'Connell, Neil, Yor, Marc (2002)
Electronic Communications in Probability [electronic only]
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Miermont, Grégory (2001)
Electronic Journal of Probability [electronic only]
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Bertoin, Jean, Chaumont, Loïc, Pitman, Jim (2003)
Electronic Communications in Probability [electronic only]
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Warren, Jon (2002)
Electronic Journal of Probability [electronic only]
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Jean-François Le Gall (1994)
Annales de l'institut Fourier
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We consider the Brownian path-valued process studied in [LG1], [LG2], which is closely related to super Brownian motion. We obtain several potential-theoretic results related to this process. In particular, we give an explicit description of the capacitary distribution of certain subsets of the path space, such as the set of paths that hit a given closed set. These capacitary distributions are characterized as the laws of solutions of certain stochastic differential equations. They solve...
Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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