Cyclically stationary Brownian local time processes

DOI10.1007/s004400050066zbMath0857.60074OpenAlexW2072141164MaRDI QIDQ1816405

Jim W. Pitman

Publication date: 24 February 1997

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050066

zbMATH Keywords

Bessel processesRay-Knight theoremsBessel bridgeoccupation densitycyclically stationary Gaussian processesMarkovian local time processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Brownian motion (60J65) Local time and additive functionals (60J55)

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