189 citations · 697 across the 47 of their papers we have counts for
Showing 2013 · math.PRShow all
3 papers · 2 filters
math.PR2013
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
Mathieu Rosenbaum, Marc Yor
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimen…
math.PR2013
On the law of a triplet associated with the pseudo-Brownian bridge
Mathieu Rosenbaum, Marc Yor
We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for a Brownian motion and its first hitting time of the level…
math.PR2013★ 1 cited
On the expectation of normalized Brownian functionals up to first hitting times
Romuald Elie, Mathieu Rosenbaum, Marc Yor
Let B be a Brownian motion and T its first hitting time of the level 1. For U a uniform random variable independent of B, we study in depth the distribution of T^{-1/2}B_{UT}, that…