On the local time density of the reflecting Brownian bridge.
Gittenberger, Bernhard ; Louchard, Guy
Journal of Applied Mathematics and Stochastic Analysis, Tome 13 (2000), p. 125-136 / Harvested from The Electronic Library of Mathematics
Publié le : 2000-01-01
DOI : https://doi.org/10.1155/S1048953300000149
EUDML-ID : urn:eudml:doc:48788
@article{01507625,
     title = {On the local time density of the reflecting Brownian bridge.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {13},
     year = {2000},
     pages = {125-136},
     doi = {10.1155/S1048953300000149},
     zbl = {0963.60073},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01507625}
}
Gittenberger, Bernhard; Louchard, Guy. On the local time density of the reflecting Brownian bridge.. Journal of Applied Mathematics and Stochastic Analysis, Tome 13 (2000) pp. 125-136. doi : 10.1155/S1048953300000149. http://gdmltest.u-ga.fr/item/01507625/