Brownian Local Time of the Second Order

DOI10.1007/S10958-024-07074-4MaRDI QIDQ6490288zbMATH OpenFDO

Authors A. N. Borodin

Publication date 23 April 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-024-07074-4

Mathematics Subject Classification ID

Diffusion processes (60J60)

Recommendations

• Brownian local time of the second order at the inverse local time moment
• Distributions of Functionals of the Brownian Local Time I
• Distributions of Functionals of Brownian Local Time, II
• Brownian local times
• On the distributions of functionals of Brownian motion stopped at a moment inverse to a local time

Cites work

• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Random Walks and A Sojourn Density Process of Brownian Motion
• Sojourn times of diffusion processes
• Stochastic processes. Translated from the Russian

Cited in

(2)

• On bivariate distributions of the local time of Itô-McKean diffusions
• Brownian local time of the second order at the inverse local time moment

This page was built for publication: Brownian Local Time of the Second Order

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6490288)