Construction of a Brownian Path With a Given Minimum
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1. | Title | Title of document | Construction of a Brownian Path With a Given Minimum |
2. | Creator | Author's name, affiliation, country | Jean Bertoin; Universite Pierre et Marie Curie |
2. | Creator | Author's name, affiliation, country | Jim Pitman; University of California, Berkeley |
2. | Creator | Author's name, affiliation, country | Juan Ruiz de Chavez; UAM-I |
3. | Subject | Discipline(s) | Mathematics |
3. | Subject | Keyword(s) | Conditioned Brownian motion, path transformations |
3. | Subject | Subject classification | 60 J 65 |
4. | Description | Abstract | We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 1999-07-09 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1003 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v4-1003 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 4 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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