Topic: Local Time and Tanaka's Formula

Worked Problems on Local Time and Reflection

Transition Densities of Reflected Brownian Motion

The Skorokhod Reflection Map on the Half-Line

The Occupation Density Formula and Its Proof

The Itô–Tanaka Formula for Convex Functions

Tanaka’s Formula for the Absolute Value

Reflected Brownian Motion from a Skorokhod Equation

Positive-Part Tanaka Formulas and Sign Conventions

Normalization Conventions for Brownian Local Time

Local Time as an Occupation Density