On the local time density of the reflecting Brownian bridge

Gittenberger, Bernhard; Louchard, Guy

doi:https://doi.org/10.1155/S1048953300000149

International Journal of Stochastic Analysis

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Volume 13 | Article ID 918023 | https://doi.org/10.1155/S1048953300000149

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.

Copyright

Copyright © 2000 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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