Pitman's and Lévy's theorems for Brownian bridges
arXiv:2509.16928 · doi:10.1007/s10959-026-01534-0
Abstract
A synthetic study of Pitman's and Lévy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.
13 pages. This is the version accepted for publication in the Journal of Theoretical Probability: Remark 2.3 is added at the end of Section 2