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The laws of Brownian local time integrals - MaRDI portal

The laws of Brownian local time integrals

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Publication:2381872

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zbMath1123.60065MaRDI QIDQ2381872

Bernard Roynette, Marc Yor, Mihai Gradinaru, Pierre Vallois

Publication date: 19 September 2007

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Laplace transforms limit theorems explicit laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

On local times of Ornstein-Uhlenbeck processes

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