Journal of Applied Mathematics and Stochastic Analysis
Volume 8 (1995), Issue 3, Pages 209-232
doi:10.1155/S1048953395000207
Abstract
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 excursion.