On the Explicit Form of the Density of Brownian Excursion Local Time

DOI10.2307/2043824zbMath0476.60072OpenAlexW4242470632MaRDI QIDQ3932094

Gerard Hooghiemstra

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2043824

zbMATH Keywords

Brownian excursionlocal timedensity of the local time

Mathematics Subject Classification ID

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

Related Items (4)

Some joint distributions for conditional random walks ⋮ Generalized covariances of multi-dimensional Brownian excursion local times. ⋮ The degree profile of random Pólya trees ⋮ The shape of unlabeled rooted random trees

Cites Work

• Excursions in Brownian motion
• On the Excursion Process of Brownian Motion
• Brownian Excursion, the M/M/1 Queue and Their Occupation Times
• Excursions of Brownian motion and bessel processes

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