Distributions of Functionals of Brownian Local Time, II

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DOI10.1137/1134075zbMath0734.60081OpenAlexW4236154711MaRDI QIDQ3361671

A. N. Borodin

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134075

zbMATH Keywords

Brownian motion stopping time local time Laplace transformation maximum minimum

Mathematics Subject Classification ID

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

Related Items (1)

The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest

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