The distribution of local times of a brownian bridge
Jim Pitman (1999)
Séminaire de probabilités de Strasbourg
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Displaying similar documents to “Random paths with bounded local time”
The distribution of local times of a brownian bridge
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Séminaire de probabilités de Strasbourg
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Electronic Communications in Probability [electronic only]
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Wendelin Werner (1995)
Séminaire de probabilités de Strasbourg
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Brownian local times.
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Journal of Applied Mathematics and Stochastic Analysis
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Cristian Coletti, Glauco Valle (2014)
Annales de l'I.H.P. Probabilités et statistiques
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We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
Brownian excursions from extremes
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Séminaire de probabilités de Strasbourg
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Séminaire de probabilités de Strasbourg
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Electronic Communications in Probability [electronic only]
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