Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion) (Q909352)
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scientific article; zbMATH DE number 4137140
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| English | Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion) |
scientific article; zbMATH DE number 4137140 |
Statements
Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion) (English)
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1989
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The author characterizes the Fourier transforms and calculates Lévy measures of the processes with homogeneous independent increments defined by the principal additive functionals of a reflected Brownian motion taken at the inverse of its local time. For this the problem is nontrivially reduced to the case of increasing additive functionals and Krein's spectral theory of vibrating strings is used.
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additive functionals
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reflected Brownian motion
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local time
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vibrating strings
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0.7365409135818481
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0.7151213884353638
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0.7085562348365784
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0.6989431381225586
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