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Brownian Excursion Conditioned on Its Local Time
Brownian excursion continuum random tree Kingman's coalescent local time
2009/5/8
For a function $ell$ satisfying suitable integrability (but not continuity) requirements, we construct a process $(B^ell_u, 0 leq u leq 1)$ interpretable as Brownian excursion conditioned to have loca...