The distribution of the sojourn time for the Brownian excursion
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Publication:1807738
DOI10.1023/A:1010060107265zbMath0978.60094OpenAlexW2473352597MaRDI QIDQ1807738
Publication date: 15 January 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010060107265
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Local time and additive functionals (60J55)
Related Items (4)
On explicit occupation time distributions for Brownian processes ⋮ On the sojourn time of a generalized Brownian meander ⋮ Lorentz process with shrinking holes in a wall ⋮ On expected occupation time of Brownian bridge
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