Sojourn times for the Brownian motion
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Publication:1271240
DOI10.1155/S1048953398000203zbMath0916.60073OpenAlexW2073781308MaRDI QIDQ1271240
Publication date: 19 July 1999
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/48175
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Local time and additive functionals (60J55)
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On explicit occupation time distributions for Brownian processes ⋮ Brownian motion conditioned to spend limited time below a barrier
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