Título: Construction of a Brownian Path With a Given Minimum
Autores: Bertoin, Jean; Universite Pierre et Marie Curie
Pitman, Jim; University of California, Berkeley
Chavez, Juan Ruiz de; UAM-I
Fecha: 1999-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Mathematics
Conditioned Brownian motion, path transformations
60 J 65
Descripción: We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.
Idioma: Inglés

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