89 citations · 140 across the 3 of their papers we have counts for
1 paper · 2 filters
Philippe Bougerol, Manon Defosseux
Pitman's theorem states that if {Bt, t ≥ 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf s≤t Bs, t ≥ 0} is a three dimensional Bessel process, i.e. a Brownia…