The Brownian Burglar: conditioning Brownian motion by its local time process View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

1998

AUTHORS

J. Warren , M. Yor

ABSTRACT

Imagine a Brownian crook who spent a month in a large metropolis. The number of nights he spent in hotels A, B, C... etc. is known; but not the order, nor his itinerary. So the only information the police has is total hotel bills....

PAGES

328-342

References to SciGraph publications

  • 1987. Un processus qui ressemble au pont Brownien in SÉMINAIRE DE PROBABILITÉS XXI
  • 2008-04-28. Classification des Semi-Groupes de diffusion sur IR associés à une famille de polynômes orthogonaux in SÉMINAIRE DE PROBABILITÉS XXXI
  • 1977. Introduction to Probability and Measure in NONE
  • 1993. Measure-valued Markov processes in ECOLE D'ETÉ DE PROBABILITÉS DE SAINT-FLOUR XXI - 1991
  • 1982. Sur une decomposition des ponts de bessel in FUNCTIONAL ANALYSIS IN MARKOV PROCESSES
  • 1996. Decomposition at the maximum for excursions and bridges of one-dimensional diffusions in ITÔ’S STOCHASTIC CALCULUS AND PROBABILITY THEORY
  • 1982. Ergodic Theory in NONE
  • 1991-06. A note on superprocesses in PROBABILITY THEORY AND RELATED FIELDS
  • 1991. Continuous Martingales and Brownian Motion in NONE
  • Book

    TITLE

    Séminaire de Probabilités XXXII

    ISBN

    978-3-540-64376-0
    978-3-540-69762-6

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bfb0101767

    DOI

    http://dx.doi.org/10.1007/bfb0101767

    DIMENSIONS

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