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Brownian local times, branching and Bessel processes

. Volume 1875 von Lecture Notes in Mathematics, Kapitel 9, Seite 177--191. (2006)

Zusammenfassung

It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t ≥ 0) admits a jointly continuous local time process (Lxt (B); x ∈ ℝ, t ≥ 0) such that

Beschreibung

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