Brownian local times

DOI10.1016/0001-8708(75)90102-4zbMath0309.60054OpenAlexW2134120340MaRDI QIDQ5905740

H. P. jun. McKean

Publication date: 1975

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(75)90102-4

Mathematics Subject Classification ID

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

Related Items

On the joint law of the occupation times for a diffusion process on multiray, Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion, Diffusion-mediated absorption by partially-reactive targets: Brownian functionals and generalized propagators, First-passage Brownian functionals with stochastic resetting, Diffusion-mediated surface reactions and stochastic resetting, Encounter-based model of a run-and-tumble particle, Diffusion in a partially absorbing medium with position and occupation time resetting, Encounter-based model of a run-and-tumble particle II: absorption at sticky boundaries, A numerical method for solving snapping out Brownian motion in 2D bounded domains, First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting, Encounter-based reaction-subdiffusion model II: partially absorbing traps and the occupation time propagator, Hitting law asymptotics for a fluctuating Brownian functional, Some explicit Krein representations of certain subordinators, including the gamma process, An excursion approach to Ray-Knight theorems for perturbed Brownian motion, A remark on the heat equation with a point perturbation, the Feynman-Kac formula with local time and derivative pricing, Accumulation times for diffusion-mediated surface reactions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Brownian motions on a half line
• A property of Brownian motion paths
• Sojourn times of diffusion processes
• Decomposing the Brownian path
• Markov properties of Brownian local time
• Excursions of a non-singular diffusion
• Random Walks and A Sojourn Density Process of Brownian Motion
• Stochastic integral
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations