On the local time density of the reflecting Brownian bridge. (2000)
- Record Type:
- Journal Article
- Title:
- On the local time density of the reflecting Brownian bridge. (2000)
- Main Title:
- On the local time density of the reflecting Brownian bridge
- Authors:
- Gittenberger, Bernhard
Louchard, Guy - Abstract:
- Abstract : Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two different methods: A direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for strata of random mappings.
- Is Part Of:
- Journal of applied mathematics and stochastic analysis. Volume 13:Number 2(2000)
- Journal:
- Journal of applied mathematics and stochastic analysis
- Issue:
- Volume 13:Number 2(2000)
- Issue Display:
- Volume 13, Issue 2 (2000)
- Year:
- 2000
- Volume:
- 13
- Issue:
- 2
- Issue Sort Value:
- 2000-0013-0002-0000
- Page Start:
- 125
- Page End:
- 136
- Publication Date:
- 2000
- Subjects:
- Brownian bridge -- local time -- random trees
Mathematical models -- Periodicals
Computer simulation -- Periodicals
Computer science -- Mathematics -- Periodicals
Computer science -- Mathematics
Computer simulation
Mathematical models
Applied Mathematics
Periodicals
Electronic journals
519.22 - Journal URLs:
- http://www.hindawi.com/journals/ijsa/ ↗
- DOI:
- 10.1155/S1048953300000149 ↗
- Languages:
- English
- ISSNs:
- 1048-9533
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 15818.xml