ON THE LOCAL TIME OF THE BROWNIAN MOTION

被引：23

作者：

Takacs, Lajos ^{[1
]}

机构：

[1] Case Western Reserve Univ, Cleveland, OH 44106 USA

来源：

ANNALS OF APPLIED PROBABILITY | 1995年 / 5卷 / 03期

关键词：

Brownian motion; local time; distribution; moments;

D O I：

10.1214/aoap/1177004703

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper explicit formulas are given for the distribution function, the density function and the moments of the local time of the reflecting Brownian motion process.

引用

页码：741 / 756

页数：16

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