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On the variances of occupation times of conditioned Brownian motion - MaRDI portal

On the variances of occupation times of conditioned Brownian motion (Q4875764)

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scientific article; zbMATH DE number 870242
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English
On the variances of occupation times of conditioned Brownian motion
scientific article; zbMATH DE number 870242

    Statements

    On the variances of occupation times of conditioned Brownian motion (English)
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    7 November 1996
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    conditioned Brownian motion
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    Whitney decomposition
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    covariance estimate
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    occupation times
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    Harnack inequalities
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