Constructions of a Brownian path with a given minimum

Constructions of a Brownian path with a given minimum

Report Number
553
Authors
Jean Bertoin and Jim Pitman and Juan Ruiz de Chavez
Citation
Electronic Communications in Probability</em>, Vol. 4 (1999) Paper no. 5, pages 31-37
Abstract

We construct a Brownian path conditioned on its minimum value over a fixed time interval by simple transformations of a Brownian bridge

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