Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc The laws of Brownian local time integrals. (English) Zbl 1123.60065 Comput. Appl. Math. 18, No. 3, 259-331 (1999). Summary: We obtain some identities in law and some limit theorems for integrals of the type \(\int^t_0\varphi(s)\,dL_s\). Here \(\varphi\) is a positive locally bounded Borel function and \(L_t\) denotes the local time at 0 of processes such as Brownian motion, Brownian bridge, Ornstein-Uhlenbeck process, Bessel process or Bessel bridge of dimension \(d\), \(0<d<2\). Cited in 1 Document MSC: 60J55 Local time and additive functionals 60J65 Brownian motion 60F05 Central limit and other weak theorems Keywords:Laplace transforms; explicit laws; limit theorems PDFBibTeX XMLCite \textit{M. Gradinaru} et al., Comput. Appl. Math. 18, No. 3, 259--331 (1999; Zbl 1123.60065)