Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval (Q4031671)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval |
scientific article |
Statements
Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval (English)
0 references
1 April 1993
0 references
reflected Brownian motion
0 references
local time
0 references
boundary regulator process
0 references
hitting time
0 references
queue approximation
0 references
