On the local time density of the reflecting Brownian bridge

Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two different methods: A direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for strata of random mappings. ©2000 by North Atlantic Science Publish...

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Bibliographic Details
Main Authors: Gittenberger, Bernhard, Louchard, Guy
Format: Article in Journal/Newspaper
Language:English
Published: 2000
Subjects:
Probabilités
Statistique mathématique
Mathématiques
Informatique mathématique
Brownian Bridge
Local Time
Random Trees
North Atlantic
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623
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Summary:Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two different methods: A direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for strata of random mappings. ©2000 by North Atlantic Science Publishing Company. SCOPUS: ar.j info:eu-repo/semantics/published

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