Lajos Takács
Abstract
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In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.
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In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.
Key concepts: Brownian excursion, Brownian bridge, Reflected Brownian motion, Brownian motion, Mathematics, Geometric Brownian motion, Fractional Brownian motion, Diffusion process