An Application of Time Reversal to Brownian Local Time
Mitro, Joanna B.
Ann. Probab., Tome 11 (1983) no. 4, p. 225-226 / Harvested from Project Euclid
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By means of a time reversal argument based on Nagasawa's lemma, the equivalence of two representations for the Brownian local time is demonstrated.
Publié le : 1983-02-14
Classification:  Brownian local time,  time reversal,  Bessel processes,  60J60,  60J65 
@article{1176993672,
     author = {Mitro, Joanna B.},
     title = {An Application of Time Reversal to Brownian Local Time},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 225-226},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993672}
}

Mitro, Joanna B. An Application of Time Reversal to Brownian Local Time. Ann. Probab., Tome 11 (1983) no. 4, pp.  225-226. http://gdmltest.u-ga.fr/item/1176993672/