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

共 50 条

[21] On the boundary local time measure of super-Brownian motion
Hong, Jieliang
ELECTRONIC JOURNAL OF PROBABILITY, 2020, 25 : 1 - 66
[22] Large deviations for local time fractional Brownian motion and applications
Meerschaert, Mark M.
Nane, Erkan
Xiao, Yimin
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2008, 346 (02) : 432 - 445
[23] THE MARKOV PROPERTY OF LOCAL TIMES OF BROWNIAN MOTION INDEXED BY THE BROWNIAN TREE
Le Gall, Jean-Francois
ANNALS OF PROBABILITY, 2024, 52 (01) : 188 - 216
[24] Rough path analysis for local time of G-Brownian motion
Yan, Litan
Li, Yumiao
He, Kun
APPLICABLE ANALYSIS, 2020, 99 (06) : 899 - 921
[25] Generalized grey Brownian motion local time: existence and weak approximation
da Silva, Jose Luis
Erraoui, Mohamed
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 87 (02) : 347 - 361
[26] Martingale approximation for self-intersection local time of Brownian motion
de Faria, M
Rezgui, A
Streit, L
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON STOCHASTIC ANALYSIS AND APPLICATIONS, 2004, : 95 - 106
[27] CHAOS EXPANSIONS OF DOUBLE INTERSECTION LOCAL TIME OF BROWNIAN-MOTION IN R(D) AND RENORMALIZATION
IMKELLER, P
PEREZABREU, V
VIVES, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 56 (01) : 1 - 34
[28] FROM BROWNIAN MOTION WITH A LOCAL TIME DRIFT TO FELLER'S BRANCHING DIFFUSION WITH LOGISTIC GROWTH
Pardoux, Etienne
Wakolbinger, Anton
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2011, 16 : 720 - 731
[29] Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion
Najnudel, Joseph
SEMINAIRE DE PROBABILITES XL, 2007, 1899 : 105 - 116
[30] Brownian motion reflected on Brownian motion
Burdzy, K
Nualart, D
PROBABILITY THEORY AND RELATED FIELDS, 2002, 122 (04) : 471 - 493

← 1 2 3 4 5 →