On an Identity in Law for the Variance of the Brownian Bridge | Zendy

Shi Zhan | Zendy; Yor Marc | Zendy

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On an Identity in Law for the Variance of the Brownian Bridge

Author(s) -

Shi Zhan,

Yor Marc

Publication year - 1997

Publication title -

bulletin of the london mathematical society

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.396

H-Index - 48

eISSN - 1469-2120

pISSN - 0024-6093

DOI - 10.1112/s0024609396001920

Subject(s) - mathematics , brownian bridge , brownian motion , brownian excursion , identity (music) , variance (accounting) , transformation (genetics) , geometric brownian motion , reflected brownian motion , mathematical analysis , statistical physics , law , diffusion process , calculus (dental) , statistics , philosophy , physics , political science , economics , medicine , accounting , aesthetics , biochemistry , chemistry , economy , dentistry , gene , service (business)

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. 1991 Mathematics Subject Classification 60J65.

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