Brownian local times. (1995)
- Record Type:
- Journal Article
- Title:
- Brownian local times. (1995)
- Main Title:
- Brownian local times
- Authors:
- Takács, Lajos
- Abstract:
- Abstract : In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.
- Is Part Of:
- Journal of applied mathematics and stochastic analysis. Volume 8:Number 3(1995)
- Journal:
- Journal of applied mathematics and stochastic analysis
- Issue:
- Volume 8:Number 3(1995)
- Issue Display:
- Volume 8, Issue 3 (1995)
- Year:
- 1995
- Volume:
- 8
- Issue:
- 3
- Issue Sort Value:
- 1995-0008-0003-0000
- Page Start:
- 209
- Page End:
- 232
- Publication Date:
- 1995
- Subjects:
- distribution functions -- moments -- local times -- Brownian motion -- Brownian meander -- Brownian bridge -- Brownian excursion
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/S1048953395000207 ↗
- 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:
- 16032.xml