Distribution of the supremum of increments of Brownian local time (Q1088303)
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scientific article; zbMATH DE number 3990548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the supremum of increments of Brownian local time |
scientific article; zbMATH DE number 3990548 |
Statements
Distribution of the supremum of increments of Brownian local time (English)
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1987
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Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 142, 6-24 (Russian) (1985; Zbl 0569.60077).
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local time of Brownian motion
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Bessel function
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