Bernhard Gittenberger, Guy Louchard, "On the local time density of the reflecting Brownian bridge", International Journal of Stochastic Analysis, vol. 13, Article ID 918023, 12 pages, 2000. https://doi.org/10.1155/S1048953300000149
On the local time density of the reflecting Brownian bridge
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.
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