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 transformNature: Original
