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Seminar on Stochastics
November 11, 2011 15:30, St. Petersburg, PDMI, room 106 (nab. r. Fontanki, 27)

О связи между броуновской экскурсией, броуновской извилиной и броуновским мостом

N. V. Alekseev


References
  1. J. Bertoin and J. Pitman, “Path Transformations Connecting Brownian Bridge, Excursion and Meander”, Bull. Sci. Math., 118 (1994), 147–166  mathscinet  zmath  isi
  2. by W Vervaat “A relation between Brownian bridge and Brownian excursion”, Ann. Probab., 7:1 (1979), 143–149  crossref  mathscinet  zmath  isi

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