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On an Identity in Law for the Variance of the Brownian Bridge.
- Source :
-
Bulletin of the London Mathematical Society . 1997, Vol. 29 Issue 1, p103-108. 6p. - Publication Year :
- 1997
-
Abstract
- An explanation of a duplication identity in law involving the variances of the Brownian bridge and Brownian motion is given, with the help of an elementary transformation in time and space of a two-dimensional Brownian motion. 1991 Mathematics Subject Classification 60J65. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00246093
- Volume :
- 29
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Bulletin of the London Mathematical Society
- Publication Type :
- Academic Journal
- Accession number :
- 80096490
- Full Text :
- https://doi.org/10.1112/S0024609396001920