An asymptotic formula for the semimartingale local time of reflecting Brownian motion on an interval (Q2937100)
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scientific article; zbMATH DE number 6384493
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| English | An asymptotic formula for the semimartingale local time of reflecting Brownian motion on an interval |
scientific article; zbMATH DE number 6384493 |
Statements
7 January 2015
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reflecting Brownian motion
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semimartingale local time
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boundary local time
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Neumann problem
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Laplace operator
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asymptotic behavior
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0.7903023362159729
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0.7802322506904602
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0.7731653451919556
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