Brownian local times

Lajos Takács

International Journal of Stochastic Analysis, 1995, vol. 8, 1-24

Abstract:

In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.

Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:929143

DOI: 10.1155/S1048953395000207

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