Translator Disclaimer
1999 Construction of a Brownian Path With a Given Minimum
Jean Bertoin, Jim Pitman, Juan Chavez
Author Affiliations +
Electron. Commun. Probab. 4: 31-37 (1999). DOI: 10.1214/ECP.v4-1003

Abstract

We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.

Citation

Download Citation

Jean Bertoin. Jim Pitman. Juan Chavez. "Construction of a Brownian Path With a Given Minimum." Electron. Commun. Probab. 4 31 - 37, 1999. https://doi.org/10.1214/ECP.v4-1003

Information

Accepted: 9 July 1999; Published: 1999
First available in Project Euclid: 2 March 2016

zbMATH: 1021.60060
MathSciNet: MR1703609
Digital Object Identifier: 10.1214/ECP.v4-1003

Subjects:
Primary: 60 J 65

JOURNAL ARTICLE
7 PAGES


SHARE
Back to Top