Links between Brownian processes, proportional increments and the last hitting times
Probability
2019-12-30 v1
Abstract
In this short article, we will focus on the different links between some stochastic processes resulting from Brownian motion and two notions of probability theory (proportional increments and last hitting times).
Keywords
Cite
@article{arxiv.1912.12107,
title = {Links between Brownian processes, proportional increments and the last hitting times},
author = {Meziane Privat},
journal= {arXiv preprint arXiv:1912.12107},
year = {2019}
}