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Construction of a Brownian Path With a Given Minimum

   
@article{ECP1003,
	author = {Jean Bertoin and Jim Pitman and Juan Chavez},
	title = {Construction of a Brownian Path With a Given Minimum},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {4},
	year = {1999},
	keywords = {Conditioned Brownian motion, path transformations},
	abstract = {We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.},
	pages = {no. 5, 31-37},
	issn = {1083-589X},
	doi = {10.1214/ECP.v4-1003},    
        url = {http://ecp.ejpecp.org/article/view/1003}}