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How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. - MaRDI portal

How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051)

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scientific article; zbMATH DE number 2041528
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English
How the sojourn time distributions of Brownian motion are affected by different forms of conditioning.
scientific article; zbMATH DE number 2041528

    Statements

    How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (English)
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    14 February 2004
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    Brownian motion
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    Sojourn time
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    Arc-sine law
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    Feynman-Kac functional
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