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...
Main Authors: | , |
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Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
2000
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Subjects: | |
Online Access: | http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623 |
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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