Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III

Bernard Roynette (1, 2) , Pierre P. Vallois (1, 2) , Marc Yor (3)

1 IECN - Institut Élie Cartan de Nancy
2 OMEGA - Probabilistic numerical methods
3 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Limiting laws for long Brownian Bridges perturbed by their one-sided maximum

Domaines: Probabilités [math.PR]

Bernard Roynette, Pierre P. Vallois, Marc Yor. Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III. Periodica Mathematica Hungarica, 2005, 50, pp.247-280. ⟨10.1007/s10998-005-0015-7⟩. ⟨hal-00013183⟩