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XLVI: 14, 359-375, LNM 2123 (2014)
ROSENBAUM, Mathieu; YOR, Marc
On the law of a triplet associated with the pseudo-Brownian bridge (Theory of Brownian motion)
This article gives a remarkable identity in law which relates the Brownian motion, its local time, and the the inverse of its local time
Keywords: Brownian motion, pseudo-Brownian bridge, Bessel process, local time, hitting times, scaling, uniform sampling, Mellin transform
Nature: Original