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On the local time density of the reflecting Brownian bridge

Journal of Applied Mathematics and Stochastic Analysis (2000) 13(2) 125-136
DOI: 10.1155/S1048953300000149
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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. ©2000 by North Atlantic Science Publishing Company.

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Gittenberger, B., & Louchard, G. (2000). On the local time density of the reflecting Brownian bridge. Journal of Applied Mathematics and Stochastic Analysis, 13(2), 125–136. https://doi.org/10.1155/S1048953300000149

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