On the local time density of the reflecting Brownian bridge
From MaRDI portal
Publication:1580050
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
Related Items (2)
The degree profile of random Pólya trees ⋮ Reflected Brownian bridge local time conditioned on its local time at the origin
This page was built for publication: On the local time density of the reflecting Brownian bridge