The distribution of the local time of Brownian motion with drift

DOI10.1007/978-3-030-11102-1_2zbMATH Open1423.60125OpenAlexW2920359311MaRDI QIDQ2328842

Lajos Takács

Publication date: 16 October 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-11102-1_2

zbMATH Keywords

momentsrandom walksBrownian motionlocal time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

Related Items (3)

Rates of convergence of diffusions with drifted Brownian potentials ⋮ Title not available (Why is that?) ⋮ On the time spent above a level by Brownian motion with negative drift

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