A construction of the Brownian path from BES³ pieces
ContributorsImhof, Jean-Pierre
Published inStochastic processes and their applications, vol. 43, no. 2, p. 345-353
Publication date1992
Abstract
Keywords
- Brownian motion
- Path decomposition
- Brownian excursion
Affiliation entities
Citation (ISO format)
IMHOF, Jean-Pierre. A construction of the Brownian path from BES³ pieces. In: Stochastic processes and their applications, 1992, vol. 43, n° 2, p. 345–353. doi: 10.1016/0304-4149(92)90067-Z
Identifiers
- PID : unige:12068
- DOI : 10.1016/0304-4149(92)90067-Z
Journal ISSN0304-4149
