Some remarks about the identity in law for the Bessel bridge (1)integral(0) ds/r(s) ((law))=2sup r(s) (s <= 1)

Authors
Donati-Martin, C
Citation
C. Donati-martin, Some remarks about the identity in law for the Bessel bridge (1)integral(0) ds/r(s) ((law))=2sup r(s) (s <= 1), ST SCI M H, 37(1-2), 2001, pp. 131-144
Citations number
18
Categorie Soggetti
Mathematics
Journal title
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA
ISSN journal
00816906 → ACNP
Volume
37
Issue
1-2
Year of publication
2001
Pages
131 - 144
Database
ISI
SICI code
0081-6906(2001)37:1-2<131:SRATII>2.0.ZU;2-7
Abstract
We prove a well known identity in law between twice the supremum of the Bes sel bridge r of dimension 3 and the integral of r(-1), using time change of Bessel bridges and the agreement formula. We extend some computations of l aws related to the supremum and the integral of power of r for a bridge of dimension v.