Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling

Author: Rosenbaum Mathieu   Yor Marc  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|578-589

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-12, pp. : 578-589

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Abstract