On the local time density of the reflecting Brownian bridge.
Gittenberger, Bernhard; Louchard, Guy
Journal of Applied Mathematics and Stochastic Analysis (2000)
- Volume: 13, Issue: 2, page 125-136
- ISSN: 2090-3332
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topGittenberger, Bernhard, and Louchard, Guy. "On the local time density of the reflecting Brownian bridge.." Journal of Applied Mathematics and Stochastic Analysis 13.2 (2000): 125-136. <http://eudml.org/doc/48788>.
@article{Gittenberger2000,
author = {Gittenberger, Bernhard, Louchard, Guy},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Kac's formula; Brownian functionals; random mapping; Brownian bridge local time},
language = {eng},
number = {2},
pages = {125-136},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the local time density of the reflecting Brownian bridge.},
url = {http://eudml.org/doc/48788},
volume = {13},
year = {2000},
}
TY - JOUR
AU - Gittenberger, Bernhard
AU - Louchard, Guy
TI - On the local time density of the reflecting Brownian bridge.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2000
PB - Hindawi Publishing Corporation, New York
VL - 13
IS - 2
SP - 125
EP - 136
LA - eng
KW - Kac's formula; Brownian functionals; random mapping; Brownian bridge local time
UR - http://eudml.org/doc/48788
ER -
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