Distribution of the supremum of increments of Brownian local time (Q1088303)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the supremum of increments of Brownian local time |
scientific article |
Statements
Distribution of the supremum of increments of Brownian local time (English)
0 references
1987
0 references
Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 142, 6-24 (Russian) (1985; Zbl 0569.60077).
0 references
local time of Brownian motion
0 references
Bessel function
0 references
