Timeline for Probability that a $d$-dimensional Brownian bridge is greater than a given parameter
Current License: CC BY-SA 4.0
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| May 6, 2021 at 21:43 | comment | added | HMPanzo | When either the starting or ending point is 0, then the Euclidean norm of the Brownian bridge and the corresponding Bessel bridge have the same law as processes. When both starting and ending points aren't 0, then these laws are absolutely continuous with an explicit mutual density. See the 2004 paper A remark about the norm of a Brownian bridge by Yor and Zambotti. | |
| May 6, 2021 at 7:19 | comment | added | Mateusz Kwaśnicki | A comment to the last paragraph: I guess for the Bessel bridge some results are available, but the norm of the Brownian bridge is not the Bessel bridge. | |
| May 6, 2021 at 3:31 | review | First posts | |||
| May 6, 2021 at 5:52 | |||||
| May 6, 2021 at 3:28 | history | asked | Tuvasbien | CC BY-SA 4.0 |