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On the existence and the Hölder regularity of the local time of the Brownian bridge - MaRDI portal

On the existence and the Hölder regularity of the local time of the Brownian bridge (Q2101308)

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scientific article; zbMATH DE number 7626533
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English
On the existence and the Hölder regularity of the local time of the Brownian bridge
scientific article; zbMATH DE number 7626533

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    On the existence and the Hölder regularity of the local time of the Brownian bridge (English)
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    5 December 2022
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    Brownian motion
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    Brownian bridge
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    occupation measure
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    local time
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    local nondeterminism
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    Malliavin calculus
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