Title of article
Decomposing the Brownian path via the range process
Author/Authors
Vallois، نويسنده , , P.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
16
From page
211
To page
226
Abstract
We decompose the Brownian trajectory from extremes, via the inverse of the range process. This allows us to construct a martingale which satisfies the chaotic property representation and is closely connected to parabolic martingale.
Keywords
60J30 , 60J65 , 60J75 , Brownian motion , Brownian excursions , martingales , Range process , 60G17 , 60G40 , 60G44 , 60G55
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575624
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