作者
Larbi Alili, Pierre Patie
发表日期
2005
期刊
Comptes Rendus. Mathématique
卷号
340
期号
3
页码范围
225-228
简介
We review the analytic transformations allowing to construct standard Brownian bridges from a Brownian motion. These are generalized and some of their properties are studied. The new family maps the space of continuous positive functions into a family of curves which is the topic of our study. We establish a simple and explicit formula relating the distributions of the first hitting times of each of these curves by a standard Brownian motion. To cite this article: L. Alili, P. Patie, CR Acad. Sci.
引用总数
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P Patie, L Alili - Comptes rendus. Mathématique, 2005