مرکز منطقه ای اطلاع رساني علوم و فناوري - A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor

Title of article :

A short proof of an identity for a Brownian Bridge due to Donati-Martin, Matsumoto and Yor

Author/Authors :

David Hobson، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

148

To page :

150

Keywords :

Brownian bridge , Brownian excursion , Vervaat’s decomposition

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

140887

Link To Document :