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Pitman's and L\'evy's theorems for Brownian bridges

Probability 2025-09-23 v1

Abstract

A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.

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Cite

@article{arxiv.2509.16928,
  title  = {Pitman's and L\'evy's theorems for Brownian bridges},
  author = {Yuu Hariya},
  journal= {arXiv preprint arXiv:2509.16928},
  year   = {2025}
}

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13 pages