REFLECTED BROWNIAN BRIDGE LOCAL TIME CONDITIONED ON ITS LOCA(2)

REFLECTED BROWNIAN BRIDGE LOCAL TIME CONDITIONED ON ITS LOCAL TIME AT THE ORIGIN

¾

ÊÆÀÊ

ÁÌÌÆ

Ê

Ê

Æ

Í

ÄÇÍÀÊ

ÛÖ¬½Ò¬¾ÖÖØÖÖÝÔÓ×ØÚÓÒ×ØÒØ׺ÁÒÓÖÖØÓ¬ÒØ×ØÖÙØÓÒÓØÐÓÐØÑØØÓÖÒÛÑÝÙ×ØÖ×ÙÐØ×ÒÄÓÙÖ½¾ ÓÖØÔØØÖÒ×ÓÖÑØÓÒØÒÕÙ×ÒÖØÓÒÒÈØÑÒ½ ºÙØÓÖÐÐÙ×ØÖØÓÒÔÔ·ØØ´½ÜصÒÓÒÙÒØÓÒÛØÕÙº´½µØÓØÛÙ×Ù×Ø·´Øܵ¬½½ «Ø ¬Ø·´Ø¼µ¬Ü´Øµ¼Ô½ØÔ¬¼¾Ø¾¬·¾«¼ÁÒÚÖØÒÓÒ¬Ð×ØÓ½ «ØÈּط´Ø¼µ¬Ü´Øµ¼ ¾ ԽؠԾ«¾¬¾Ø¼ÓÖ

Èּط´Ø¼µ¬Ü´ØµÛ×ÒÓØÒÙØØÊÝÐÒ×Øݺ

¬

¼ ¾

 ¾´Øµ´Øµ

½ººËÓÑÒÓÛÒØ×ÓÙØÖÒÓÑÓÖ×Ø׺ÏÓÒ×ÖØ×Ø´ÒƵÓÖÒÓÑÓÖ×Ø×ÓÒ××ØÒÓÒÚÖØ×ÒÆÖÓÓØØÖ×Û

ÒÚÛ×ÖÐÞØÓÒ×ÓÐØÓÒ¹ÏØ×ÓÒÖÒÒÔÖÓ×××ÛØÆÒØÐÔÖØÐ×ÒÓÒØÓÒØÓÚØÓØÐÔÖÓÒÝÒºÌ×ÑÒ×ØØÛ×ØÖØÛØÆÔÖØÐ×ÓÛÔÖÓÙ×ÐÖÒºÌÒÓØÐÖÒÔÖÓÙ×ÙÖØÖ×ÒÒØ׸Ò×ÓÓÒºÌÒÙÑÖÓÐÖÒÓÔÖØÐ×ÓÚÖÒÝÚÒ×ØÖÙØÓÒÒÐÐÔÖØÐ×´ÓØÛÓÐØÖµÚÒÔÒÒØÐÝ´ºº¸ØÖÓ«×ÔÖÒ×ÖÖÒÓÑÚÖÐ×µºÄØÒÆÒÓØØÒÙÑÖÓÓÖ×Ø×Ò´ÒƵ¸ÛØ

ÓÖÒØÓØÔÖÓÐØÝÓÒ´ÒƵ¸Û×ØÓÚ×ÖÔÖÓÐØÝÓÒØÓÒÓÒØØÓØÐÔÖÓÒݺÁØ×ÛÐÐÒÓÛҴ׺º½ µØØØÒÖØÒÙÒØÓÒÓÖØÓ×ÓÖ×Ø××´Þµ´ÞµÆÛØ´ÞµÀÖ

Þ³´´ÞµµØ

´¾µÒÙÑÖÓÚÖØ×ؼ´¿µ

´Þµ×ØÒÖØÒÙÒØÓÒÓÖ×ÒÐØÖºÄØÄÒÆ´µØÒÖÒÓÑÓÖ×ØÒ´ÒƵºÔÒݽ¼¸ÌÓÖѽº¿ ÛÚÓÖÒƽ×ÙØؾƾÄÒÆ´¾

ÔÒ¾º

ÔÒµ

«

Ø·´½

«µ

¡

Ì×Ò

Ù×ÌØØ

ØÓÓÑÔÙØØÑÓÑÒØ×ÓØÓÖÒ×Ø×ݾ

ÑÓÑÒØ×Ì

´ÝµºÑÓÑÒØ×

ÐÓÐØÑ

Ì

ÓÖѽº

ÐÓÐØÑÓØ

Ö­ØÚ¼

ÖÓÛÒÒÖ

ÓÒØ

ÓÒ

ØÓ

Ú

´ÝµÛÖ´¼µ´Üµ´½µ

¾¾

Ô

 ½´ ½µÚÚ¼´ Ú&