calcul de la densité de probabilité de la position du score local
Pierre Vallois  1@  
1 : Institut Élie Cartan de Lorraine
Université de Lorraine, Centre National de la Recherche Scientifique : UMR7502

We calculate the probability density function of the local
score position on complete excursions
of a reflected Brownian motion. We use the trajectorial decomposition of
the standard Brownian bridge to derive two different expressions of the
density: the first one is based on a series and an integral while the
second one is free off the series.


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