Abstract
It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t ≥ 0) admits a jointly continuous local time process (Lxt (B); x ∈ ℝ, t ≥ 0) such that
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer-Verlag Berlin/Heidelberg
About this chapter
Cite this chapter
Pitman, J. (2006). Brownian local times, branching and Bessel processes. In: Picard, J. (eds) Combinatorial Stochastic Processes. Lecture Notes in Mathematics, vol 1875. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-34266-4_9
Download citation
DOI: https://doi.org/10.1007/3-540-34266-4_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-30990-1
Online ISBN: 978-3-540-34266-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)