On explicit occupation time distributions for Brownian processes

DOI10.1016/S0167-7152(02)00037-8zbMath1005.60087OpenAlexW2110421460MaRDI QIDQ1613019

Gerard Hooghiemstra

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00037-8

zbMATH Keywords

Brownian motionBrownian bridgeoccupation timesmeanderexcursion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

On expected occupation time of Brownian bridge

Cites Work

• Weak convergence to Brownian meander and Brownian excursion
• Sojourn times for the Brownian motion
• The distribution of the sojourn time for the Brownian excursion
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