A new proof on the distribution of the local time of a Wiener process (Q1324548): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0167-7152(94)90178-3 / rank | |||
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Property / cites work: Local Times and Sample Function Properties of Stationary Gaussian Processes / rank | |||
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Property / cites work: Q5680823 / rank | |||
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Property / cites work: How big are the increments of the local time of a Wiener process? / rank | |||
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Latest revision as of 16:07, 22 May 2024
scientific article
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English | A new proof on the distribution of the local time of a Wiener process |
scientific article |
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A new proof on the distribution of the local time of a Wiener process (English)
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7 November 1994
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Let \((L(x,t): x\in{\mathbb{R}}, t\geq 0)\) denote the local times of a standard Brownian motion. The authors derive the distribution of the increment \(L(x,t+h)-L(x,t)\) for every fixed \(x\in{\mathbb{R}}\) and \(t, h\geq 0\) by using the method of moments.
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local times
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Brownian motion
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