Abstract
It is well known that the random occupation measure induced by the sample path of a Brownian motion B = (Bt, t ≥ 0) admits a jointly continuous local time process (Lxt (B); x ∈ ℝ, t ≥ 0) such that
Keywords
- Brownian Motion
- Local Time
- Random Forest
- Bessel Process
- Combinatorial Interpretation
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© 2006 Springer-Verlag Berlin/Heidelberg
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Pitman, J. (2006). Brownian local times, branching and Bessel processes. In: Picard, J. (eds) Combinatorial Stochastic Processes. Lecture Notes in Mathematics, vol 1875. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-34266-4_9
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DOI: https://doi.org/10.1007/3-540-34266-4_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-30990-1
Online ISBN: 978-3-540-34266-3
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