Reflected Brownian bridge local time conditioned on its local time at the origin

DOI10.1016/J.SPL.2004.01.014MaRDI QIDQ1770063zbMATH OpenOpenAlexFDO

Authors Bernhard Gittenberger, Guy Louchard

Publication date 7 April 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.01.014

zbMATH Keywords

random forests

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

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Cited in

(5)

• Brownian excursion conditioned on its local time
• The moments of the area under reflected Brownian bridge conditional on its local time at zero
• A Vervaat-like path transformation for the reflected Brownian bridge conditioned on its local time at 0
• Filtering of a reflected Brownian motion with respect to its local time
• Reflected Brownian Bridge area conditioned on its local time at the origin

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