Distribution of Brownian Local Time on Curves

DOI10.1112/S0024609397003470MaRDI QIDQ4354180zbMATH OpenOpenAlexWikidataFDO

Authors Burgess Davis

Publication date 14 September 1997

Published in Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/s0024609397003470

zbMATH Keywords

inequalitylocal time

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• Brownian local times
• Distributions of Functionals of Brownian Local Time, II
• Distributions of Functionals of the Brownian Local Time I
• The distribution of the local time of Brownian motion with drift
• scientific article; zbMATH DE number 3909481

Cited in

(2)

• The local time distribution of a particle diffusing on a graph
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve

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