| Article ID: | iaor1997266 |
| Country: | United States |
| Volume: | 8 |
| Issue: | 3 |
| Start Page Number: | 209 |
| End Page Number: | 232 |
| Publication Date: | Jul 1995 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Takcs Lajos |
| Keywords: | diffusion process |
In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excrusion.