Distribution of the supremum of increments of Brownian local time

DOI10.1007/BF01663452zbMath0612.60071OpenAlexW2092655501MaRDI QIDQ1088303

A. N. Borodin

Publication date: 1987

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01663452

zbMATH Keywords

Bessel functionlocal time of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• Distribution of integral functionals of a Brownian motion process
• A property of Brownian motion paths
• Sojourn times of diffusion processes

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