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
id ftunivbruxelles:oai:dipot.ulb.ac.be:2013/165623
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spelling ftunivbruxelles:oai:dipot.ulb.ac.be:2013/165623 2023-05-15T17:29:49+02:00 On the local time density of the reflecting Brownian bridge Gittenberger, Bernhard Louchard, Guy 2000 No full-text files http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623 en eng uri/info:scp/0010768085 http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623 Journal of applied mathematics and stochastic analysis, 13 (2 Probabilités Statistique mathématique Mathématiques Informatique mathématique Brownian Bridge Local Time Random Trees info:eu-repo/semantics/article info:ulb-repo/semantics/articlePeerReview info:ulb-repo/semantics/openurl/article 2000 ftunivbruxelles 2022-06-12T21:25:46Z 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 Article in Journal/Newspaper North Atlantic DI-fusion : dépôt institutionnel de l'Université libre de Bruxelles (ULB)
institution Open Polar
collection DI-fusion : dépôt institutionnel de l'Université libre de Bruxelles (ULB)
op_collection_id ftunivbruxelles
language English
topic Probabilités
Statistique mathématique
Mathématiques
Informatique mathématique
Brownian Bridge
Local Time
Random Trees
spellingShingle Probabilités
Statistique mathématique
Mathématiques
Informatique mathématique
Brownian Bridge
Local Time
Random Trees
Gittenberger, Bernhard
Louchard, Guy
On the local time density of the reflecting Brownian bridge
topic_facet Probabilités
Statistique mathématique
Mathématiques
Informatique mathématique
Brownian Bridge
Local Time
Random Trees
description 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
format Article in Journal/Newspaper
author Gittenberger, Bernhard
Louchard, Guy
author_facet Gittenberger, Bernhard
Louchard, Guy
author_sort Gittenberger, Bernhard
title On the local time density of the reflecting Brownian bridge
title_short On the local time density of the reflecting Brownian bridge
title_full On the local time density of the reflecting Brownian bridge
title_fullStr On the local time density of the reflecting Brownian bridge
title_full_unstemmed On the local time density of the reflecting Brownian bridge
title_sort on the local time density of the reflecting brownian bridge
publishDate 2000
url http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623
genre North Atlantic
genre_facet North Atlantic
op_source Journal of applied mathematics and stochastic analysis, 13 (2
op_relation uri/info:scp/0010768085
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/165623
_version_ 1766124781829095424

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