Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 32, Tome 510 (2022), pp. 51-64
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A. N. Borodin. Brownian local time of the second order at the inverse local time moment. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 32, Tome 510 (2022), pp. 51-64. http://geodesic.mathdoc.fr/item/ZNSL_2022_510_a2/
@article{ZNSL_2022_510_a2,
author = {A. N. Borodin},
title = {Brownian local time of the second order at the inverse local time moment},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {51--64},
year = {2022},
volume = {510},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2022_510_a2/}
}
TY - JOUR
AU - A. N. Borodin
TI - Brownian local time of the second order at the inverse local time moment
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2022
SP - 51
EP - 64
VL - 510
UR - http://geodesic.mathdoc.fr/item/ZNSL_2022_510_a2/
LA - ru
ID - ZNSL_2022_510_a2
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%A A. N. Borodin
%T Brownian local time of the second order at the inverse local time moment
%J Zapiski Nauchnykh Seminarov POMI
%D 2022
%P 51-64
%V 510
%U http://geodesic.mathdoc.fr/item/ZNSL_2022_510_a2/
%G ru
%F ZNSL_2022_510_a2
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.
