Decomposing the Brownian path via the range process-Reference-Cited by-同舟云学术

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Decomposing the Brownian path via the range process

Published:1995-02 Issue:2 Volume:55 Page:211-226
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Vallois P.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference10 articles.

1. On the Azéma martingales;Emery,1989

2. The asymptotic distribution of the range of sums of independent random variables;Feller;Ann. Math. Statist.,1951

3. The concave majorant of Brownian motion;Groeneboom;Ann. Probab.,1983

4. Brownian excursions from extremes;Hsu,1988

5. On the range of Brownian motion and its inverse process;Imhof;Ann. Probab.,1985

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Speed of propagation for Hamilton–Jacobi equations with multiplicative rough time dependence and convex Hamiltonians;Probability Theory and Related Fields;2019-07-13

2. On Distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time;Journal of Mathematical Sciences;2018-02-21

3. Range of Brownian Motion with Drift;Journal of Theoretical Probability;2006-01

4. On First Range Times of Linear Diffusions;Journal of Theoretical Probability;2005-07

5. Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions;Bulletin of the American Mathematical Society;2001-06-12

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