On the Law of a Triplet Associated with the Pseudo-Brownian Bridge.

Authors Publication date
2014
Publication type
Book Chapter
Summary We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some properties of the process $(B_{uT_1}/\sqrt{T_1},~u\leq 1)$ under uniform random sampling.
Publisher
Springer International Publishing
Topics of the publication
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