Go to main content

PDF

Description

L\'evy's approach to Brownian local times is used to give a simple derivation of a formula of Borodin which determines the distribution of the local time at level x up to time 1 for a Brownian bridge of length 1 from 0 to b. A number of identities in distribution involving functionals of the bridge are derived from this formula. A stationarity property of the bridge local times is derived by a simple path transformation, and related to Ray's description of the local time process of Brownian motion stopped at an independent exponential time.

Details

Files

Statistics

from
to
Export
Download Full History
Formats
Format
BibTeX
MARCXML
TextMARC
MARC
DublinCore
EndNote
NLM
RefWorks
RIS