The moments of the area under reflected Brownian bridge conditional on its local time at zero.
Journal of Applied Mathematics and Stochastic Analysis (2000)
- Volume: 13, Issue: 2, page 99-124
- ISSN: 2090-3332
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topKnight, Frank B.. "The moments of the area under reflected Brownian bridge conditional on its local time at zero.." Journal of Applied Mathematics and Stochastic Analysis 13.2 (2000): 99-124. <http://eudml.org/doc/48834>.
@article{Knight2000,
author = {Knight, Frank B.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Brownian bridge; local time; Kac formula; Pitman process; Hermite equations},
language = {eng},
number = {2},
pages = {99-124},
publisher = {Hindawi Publishing Corporation, New York},
title = {The moments of the area under reflected Brownian bridge conditional on its local time at zero.},
url = {http://eudml.org/doc/48834},
volume = {13},
year = {2000},
}
TY - JOUR
AU - Knight, Frank B.
TI - The moments of the area under reflected Brownian bridge conditional on its local time at zero.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2000
PB - Hindawi Publishing Corporation, New York
VL - 13
IS - 2
SP - 99
EP - 124
LA - eng
KW - Brownian bridge; local time; Kac formula; Pitman process; Hermite equations
UR - http://eudml.org/doc/48834
ER -
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