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August, 1995 On the Local Time of the Brownian Motion
Lajos Takacs
Ann. Appl. Probab. 5(3): 741-756 (August, 1995). DOI: 10.1214/aoap/1177004703

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

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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

Vol.5 • No. 3 • August, 1995
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