On the local time density of the reflecting Brownian bridge
Bernhard Gittenberger1and Guy Louchard2
Received01 Mar 1999
Revised01 Sept 1999
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.