Abstract
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.
Citation
Lajos Takacs. "On the Local Time of the Brownian Motion." Ann. Appl. Probab. 5 (3) 741 - 756, August, 1995. https://doi.org/10.1214/aoap/1177004703
Information
Published: August, 1995
First available in Project Euclid: 19 April 2007
zbMATH: 0845.60082
MathSciNet: MR1359827
Digital Object Identifier: 10.1214/aoap/1177004703
Subjects:
Primary:
60J55
Secondary:
60J65
Keywords:
Brownian motion
,
distribution
,
Local time
,
moments
Rights: Copyright © 1995 Institute of Mathematical Statistics