2 problems
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Ouaki–Pitman conjecture on the concave-majorant transform of Brownian motion
Let be a one-dimensional Brownian motion on and let be its almost surely existing concave majorant on . Ouaki–Pitman conjecture. The process h…
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The five-dimensional Bessel-process conjecture for the concave majorant of Brownian motion
Let be a standard one-dimensional Brownian motion, and let be its almost surely unique concave majorant on . Write for a f…