Links between Brownian processes, proportional increments and the last hitting times

Meziane Privat

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arXiv · 1912.12107

Links between Brownian processes, proportional increments and the last hitting times

Meziane Privat

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Abstract

In this short article, we will focus on the different links between some stochastic processes resulting from Brownian motion and two notions of probability theory (proportional increments and last hitting times).

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Meziane Privat. 2019-12-27. Links between Brownian processes, proportional increments and the last hitting times. https://arxiv.org/abs/1912.12107

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