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math.PR2013★ 10 cited
The Vervaat transform of Brownian bridges and Brownian motion
Titus Lupu, Jim Pitman, Wenpin Tang
For a continuous function , define the Vervaat transform , where corresponds to the fir…
math.PR2013★ 1 cited
On Vervaat transform of Brownian bridges and Brownian motion
Jim Pitman, Wenpin Tang
For a continuous function , define the Vervaat transform , where corresponds to the fir…