Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval (Q4031671)
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scientific article; zbMATH DE number 150517
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| English | Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval |
scientific article; zbMATH DE number 150517 |
Statements
Asymptotic variance parameters for the boundary local times of reflected Brownian motion on a compact interval (English)
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1 April 1993
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reflected Brownian motion
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local time
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boundary regulator process
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hitting time
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queue approximation
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0.7907900810241699
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0.7907900810241699
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0.7903023362159729
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0.7738105654716492
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0.7498206496238708
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