The Brownian excursion multi-dimensional local time density

DOI10.1239/JAP/1032374458MaRDI QIDQ4935332zbMATH OpenOpenAlexFDO

Authors Bernhard Gittenberger, Guy Louchard

Publication date 24 September 2000

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b2033344c4cd575e695f228bbe241d5bbc0c57c3

zbMATH Keywords

Brownian excursionlocal timerandom tree

Mathematics Subject Classification ID

Combinatorial probability (60C05) Local time and additive functionals (60J55)

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Cited in

(15)

• The Brownian excursion area: A numerical analysis
• Brownian excursion conditioned on its local time
• Generalized covariances of multi-dimensional Brownian excursion local times.
• Plane wave decomposition of even-dimensional Brownian local times
• Strata of random mappings---a combinatorial approach
• Local correlation dimension of multidimensional stochastic process
• On the occupation times of Brownian excursions and Brownian loops
• Kac's formula, levy's local time and brownian excursion
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• The degree profile of random Pólya trees
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• Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
• Some explicit distributions for Brownian motion indexed by the Brownian tree
• The shape of unlabeled rooted random trees

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