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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 510, Pages 51–64 (Mi znsl7193)

This article is cited 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

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.

UDC: 519.2

Received: 17.08.2022



© Steklov Math. Inst. of RAS, 2024