Brownian local time of the second order
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 75-86
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			According to the Ray–Knight description the Brownian local time with respect to the spatial variable is a diffusion process in a certain conditional probability space. This diffusion has a local time. Thus, we come to the definition of local time from the initial Brownian local time. We will call such a process the Brownian local time of the second order. The paper studies the Laplace transform of the distribution of the Brownian local time of the second order.
			
            
            
            
          
        
      @article{ZNSL_2021_505_a4,
     author = {A. N. Borodin},
     title = {Brownian local time of the second order},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {75--86},
     publisher = {mathdoc},
     volume = {505},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a4/}
}
                      
                      
                    A. N. Borodin. Brownian local time of the second order. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 75-86. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a4/