The intrinsic local time sheet of Brownian motion
From MaRDI portal
Publication:756287
DOI10.1007/BF01418866zbMath0722.60079OpenAlexW2078771324MaRDI QIDQ756287
L. C. G. Rogers, John B. Walsh
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01418866
Related Items
Derivative of intersection local time of independent symmetric stable motions, The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos, On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion, Ray-Knight theorems related to a stochastic flow, The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
Cites Work