In this paper explicit formulas are given for the distribution function, the density function and the moments of the local time of the reflecting Brownian motion process.
Publié le : 1995-08-14
Classification:
Brownian motion,
local time,
distribution,
moments,
60J55,
60J65
@article{1177004703,
author = {Takacs, Lajos},
title = {On the Local Time of the Brownian Motion},
journal = {Ann. Appl. Probab.},
volume = {5},
number = {4},
year = {1995},
pages = { 741-756},
language = {en},
url = {http://dml.mathdoc.fr/item/1177004703}
}
Takacs, Lajos. On the Local Time of the Brownian Motion. Ann. Appl. Probab., Tome 5 (1995) no. 4, pp. 741-756. http://gdmltest.u-ga.fr/item/1177004703/