Pitman's and Lévy's theorems for Brownian bridges

2025/09/21 by Yuu Hariya, Hariya, Yuu
#math.PR

paper · pdf · doi:10.48550/arxiv.2509.16928

Abstract

A synthetic study of Pitman's and Lévy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.

Citations

• Invariance of three-dimensional Bessel bridges in terms of time reversal
• Archimedes, Gauss, and Stein

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