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On the local time density of the reflecting Brownian bridge

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Publication:1580050
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DOI10.1155/S1048953300000149zbMath0963.60073MaRDI QIDQ1580050

Bernhard Gittenberger, Guy Louchard

Publication date: 21 June 2001

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48788


zbMATH Keywords

random mappingBrownian functionalsKac's formulaBrownian bridge local time


Mathematics Subject Classification ID

Combinatorial probability (60C05) Local time and additive functionals (60J55)


Related Items (2)

The degree profile of random Pólya trees ⋮ Reflected Brownian bridge local time conditioned on its local time at the origin






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