Hostname: page-component-848d4c4894-ndmmz Total loading time: 0 Render date: 2024-04-30T16:58:49.992Z Has data issue: false hasContentIssue false
  • English
  • Français

ON AN IDENTITY IN LAW FOR THE VARIANCE OF THE BROWNIAN BRIDGE

Published online by Cambridge University Press:  01 January 1997

ZHAN SHI  and
MARC YOR
ZHAN SHI
Affiliation:
LSTA-CNRS URA 1321, Université Paris VI, 4 Place Jussieu, 75252 Paris Cedex 05, France
MARC YOR
Affiliation:
Laboratoire de Probabilités, CNRS URA 224, Université Paris VI, 4 Place Jussieu, 75252 Paris Cedex 05, France
Get access

Abstract

An explanation of a duplication identity in law involving the variances of the Brownian bridge and Brownian motion is given, with the help of an elementary transformation in time and space of a two-dimensional Brownian motion.

Type
Research Article
Information
Bulletin of the London Mathematical Society , Volume 29 , Issue 1 , January 1997 , pp. 103 - 108
Copyright
© The London Mathematical Society 1997

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)