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Brownian local times, branching and Bessel processes

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volume 1875 of Lecture Notes in Mathematics, chapter 9, page 177--191. (2006)

Abstract

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

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