ON THE LOCAL TIME OF THE BROWNIAN MOTION
成果类型:
Article
署名作者:
Takacs, Lajos
署名单位:
University System of Ohio; Case Western Reserve University
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
DOI:
10.1214/aoap/1177004703
发表日期:
1995
页码:
741-756
关键词:
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.
来源URL: