Shift invariance of the occupation time of the Brownian bridge process

DOI10.1016/S0167-7152(99)00080-2zbMath0938.60072OpenAlexW2066469411MaRDI QIDQ1808694

Kevin Zumbrun, Peter Howard

Publication date: 9 February 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00080-2

zbMATH Keywords

Brownian bridgeoccupation time

Mathematics Subject Classification ID

Brownian motion (60J65) Initial value problems for second-order parabolic equations (35K15)

Related Items (2)

Stochastic Schrödinger evolution over piecewise enlarged filtrations ⋮ On expected occupation time of Brownian bridge

Cites Work

• Stochastic differential equations. An introduction with applications.
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