On the Local Time of the Brownian Motion

Authors
Takacs, Lajos
Citation
Takacs, Lajos, On the Local Time of the Brownian Motion, Annals of applied probability , 5(3), 1995, pp. 741-756
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
5
Issue
3
Year of publication
1995
Pages
741 - 756
Database
ACNP
SICI code
Abstract
In this paper explicit formulas are given for the distribution function, the density function and the moments of the local time of the reflecting Brownian motion process.