文章基本信息
- 标题：Construction of a Brownian Path With a Given Minimum
- 本地全文：下载
- 作者：Bertoin, Jean ; Pitman, Jim ; Chavez, Juan Ruiz de 等
- 期刊名称：Electronic Communications in Probability
- 印刷版ISSN：1083-589X
- 出版年度：1999
- 卷号：4
- 页码：31-37
- DOI：10.1214/ECP.v4-1003
- 语种：English
- 出版社：Electronic Communications in Probability
- 摘要：We construct a Brownian path conditioned on its minimum value over a fixed time interval by a simple transformation of a Brownian bridge.
- 关键词：Mathematics;Conditioned Brownian motion, path transformations;60 J 65
