On the local time density of the reflecting Brownian bridge
نویسندگان
چکیده
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two different methods: A direct method based on Kac’s formula for Brownian functionals and an indirect one based on a limit theorem for strata of random mappings.
منابع مشابه
On the Local Time Density of the Reeecting Brownian Bridge
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two diierent methods: A direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for strata of random mappings.
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تاریخ انتشار 1999