On the expectation of normalized Brownian functionals up to first hitting times
type: Dataset
contact point: Organization
  fn: CCSD
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: feynman-kac-formula
keyword: infoeu-reposemanticspreprint
keyword: brownian-meander
keyword: ray-knight-theorem
keyword: scaling
keyword: hitting-times
keyword: preprints-working-papers-
keyword: brownian-motion
keyword: bessel-process
keyword: random-sampling
landing page: https://hal.science/hal-00869298
description: 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 is the rescaled Brownian motion sampled at uniform time. In particular, we show that this variable is centered.
issued: 2026-05-09T12:13:34.333104
language: en
modified: 2026-05-09T12:13:34.333108

test_moissonnage_selune
type: Agent

On the expectation of normalized Brownian functionals up to first hitting times
type: Distribution
access URL: https://hal.science/hal-00869298
format: HTML
issued: 2026-05-09T12:13:34.344148
modified: 2026-05-09T12:13:34.320285