PDF

Description

We define the first passage bridge from 0 to x as the Brownian motion on the time interval [0,1] conditioned to first hit x at time 1. We show that this process may be related to the Brownian bridge, the Bessel bridge or the Brownian excursion via some path transformations, the main one being an extension of Vervaat's transformation. We also provide an extension of these results to certain bridges with cyclically exchangeable increments.

Details

Files

Statistics

from
to
Export
Download Full History