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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 510, Pages 51–64 (Mi znsl7193)  

This article is cited in 1 scientific paper (total in 1 paper)

Brownian local time of the second order at the inverse local time moment

A. N. Borodin

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Full-text PDF (193 kB) Citations (1)
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Abstract: Borodin A. N. Brownian local time of the second order at the inverse local time moment. According to the Ray–Knight description the Brownian local time at the inverse local time moment with respect to the spatial variable is a diffusion process. This diffusion has a local time. Thus, we come to the definition of the local time of the initial Brownian local time. We will call such a process the Brownian local time of the second order at the inverse local time moment. The paper studies the Laplace transform of the distribution of the Brownian local time of the second order.
Key words and phrases: Brownian local time, inverse local time, second order Brownian local time, distribution of second order local time.
Received: 17.08.2022
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “Brownian local time of the second order at the inverse local time moment”, Probability and statistics. Part 32, Zap. Nauchn. Sem. POMI, 510, POMI, St. Petersburg, 2022, 51–64
Citation in format AMSBIB
\Bibitem{Bor22}
\by A.~N.~Borodin
\paper Brownian local time of the second order at the inverse local time moment
\inbook Probability and statistics. Part~32
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 510
\pages 51--64
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7193}
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  • https://www.mathnet.ru/eng/znsl/v510/p51
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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