The moments of the area under reflected Brownian bridge conditional on its local time at zero.
Knight, Frank B.
Journal of Applied Mathematics and Stochastic Analysis, Tome 13 (2000), p. 99-124 / Harvested from The Electronic Library of Mathematics
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Publié le : 2000-01-01
DOI : https://doi.org/10.1155/S1048953300000137
EUDML-ID : urn:eudml:doc:48834 
@article{01507624,
     title = {The moments of the area under reflected Brownian bridge conditional on its local time at zero.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {13},
     year = {2000},
     pages = {99-124},
     doi = {10.1155/S1048953300000137},
     zbl = {0965.60081},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01507624}
}

Knight, 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, Tome 13 (2000) pp. 99-124. doi : 10.1155/S1048953300000137. http://gdmltest.u-ga.fr/item/01507624/