Expressions for the multi-dimensional densities of Brownian excursion local time are derived by two different methods: a direct method based on Kac's formula for Brownian functionals and an indirect one based on a limit theorem for Galton-Watson trees.SCOPUS: ar.jSCOPUS: ar.jinfo:eu-repo/semantics/publishe
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
AbstractExpressions for the generalized covariances of multi-dimensional Brownian excursion local ti...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
This monograph discusses the existence and regularity properties of local times associated to a cont...
Using an explicit expression for the Laplace transform of the Brownian excursion area generating fun...
Abstract. Let T be a plane rooted tree with n nodes which is regarded as family tree of a Galton-Wat...
AbstractUsing an explicit expression for the Laplace transform of the Brownian excursion area genera...
AMS subject classication: 60J55 (60J65) Brownian excursion, random tree, local time. The law of a ra...
AbstractThe local time of a Brownian motion can be constructed from its excursions. The normalised e...
Explicit expressions for the occupation time distribution of Brownian bridge, excursion and meander ...
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
Expressions for the multi-dimensional densities of Brownian bridge local time are derived by two dif...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
AbstractExpressions for the generalized covariances of multi-dimensional Brownian excursion local ti...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
Expressions for the generalized covariances of multi-dimensional Brownian excursion local times are ...
This monograph discusses the existence and regularity properties of local times associated to a cont...
Using an explicit expression for the Laplace transform of the Brownian excursion area generating fun...
Abstract. Let T be a plane rooted tree with n nodes which is regarded as family tree of a Galton-Wat...
AbstractUsing an explicit expression for the Laplace transform of the Brownian excursion area genera...
AMS subject classication: 60J55 (60J65) Brownian excursion, random tree, local time. The law of a ra...
AbstractThe local time of a Brownian motion can be constructed from its excursions. The normalised e...
Explicit expressions for the occupation time distribution of Brownian bridge, excursion and meander ...
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
International audienceWe calculate the probability density function of the local score position on c...
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