1. Brownian Local Time of the Second Order.
- Author
-
Borodin, A. N.
- Subjects
- *
LAPLACE distribution , *CONDITIONAL probability - Abstract
According to the Ray-Knight description, the Brownian local time in some conditional probability space is a diffusion process with respect to spatial variable. This diffusion has a local time. Thus the following definition of local time of the original Brownian local time seems to be natural: such a process is called the second-order Brownian local time. The paper studies the Laplace transform of the distribution of the Brownian local time of the second order. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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