Brownian local times (Q5917690)
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scientific article; zbMATH DE number 794426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian local times |
scientific article; zbMATH DE number 794426 |
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Brownian local times (English)
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2 September 1996
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The author determines explicitly the distribution function and the moments of the local time for the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion. It is done in a rather simple way by using the approximation by random walk. For each process the moments of the local time can be expressed simply by the moments of the local time of the Brownian motion.
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local time
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reflecting Brownian motion
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Brownian meander
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Brownian bridge
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random walk
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