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February, 1983 An Application of Time Reversal to Brownian Local Time
Joanna B. Mitro
Ann. Probab. 11(1): 225-226 (February, 1983). DOI: 10.1214/aop/1176993672


By means of a time reversal argument based on Nagasawa's lemma, the equivalence of two representations for the Brownian local time is demonstrated.


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Joanna B. Mitro. "An Application of Time Reversal to Brownian Local Time." Ann. Probab. 11 (1) 225 - 226, February, 1983.


Published: February, 1983
First available in Project Euclid: 19 April 2007

zbMATH: 0503.60079
MathSciNet: MR682813
Digital Object Identifier: 10.1214/aop/1176993672

Primary: 60J60
Secondary: 60J65

Keywords: Bessel processes , Brownian local time , Time reversal

Rights: Copyright © 1983 Institute of Mathematical Statistics

Vol.11 • No. 1 • February, 1983
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