Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion)

DOI10.1016/j.anihpb.2004.07.003zbMath0694.60070OpenAlexW2008619664MaRDI QIDQ909352

Jean Bertoin

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_3_307_0

zbMATH Keywords

additive functionalslocal timevibrating stringsreflected Brownian motion

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Linear boundary value problems for ordinary differential equations (34B05) Local time and additive functionals (60J55)

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An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes ⋮ On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator ⋮ A parallel between Brownian bridges and gamma bridges ⋮ Some explicit Krein representations of certain subordinators, including the gamma process ⋮ A conversation with Don Dawson ⋮ Path decompositions of perturbed reflecting Brownian motions

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