Title of article :
Decomposing the Brownian path via the range process
Author/Authors :
Vallois، نويسنده , , P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
We decompose the Brownian trajectory from extremes, via the inverse of the range process. This allows us to construct a martingale which satisfies the chaotic property representation and is closely connected to parabolic martingale.
Keywords :
60J30 , 60J65 , 60J75 , Brownian motion , Brownian excursions , martingales , Range process , 60G17 , 60G40 , 60G44 , 60G55
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
