| Article ID: | iaor20022072 |
| Country: | United States |
| Volume: | 13 |
| Issue: | 2 |
| Start Page Number: | 125 |
| End Page Number: | 136 |
| Publication Date: | Apr 2000 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Louchard Guy, Gittenberger Bernhard |
| Keywords: | markov processes, numerical analysis |
Expressions for the multi-dimensional densities of Brownian bridge 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 strata of random mappings.