Sojourn times of Brownian sheet (Q5933709)
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scientific article; zbMATH DE number 1604384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sojourn times of Brownian sheet |
scientific article; zbMATH DE number 1604384 |
Statements
Sojourn times of Brownian sheet (English)
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22 June 2005
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The distribution of \(\int_{[0,1]^2} v(B_s) \, ds\) is given if \(v=1_{[0, \infty)}\), \(v=1_{[-1,1]}\) and \(v=1_{(-\infty,1)}\).
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Brownian sheet
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arcsine law
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Feynman-Kac formula
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