On expected occupation time of Brownian bridge

DOI10.1016/j.spl.2014.11.009zbMath1327.60162OpenAlexW2044810866MaRDI QIDQ2343634

Zhiyi Chi, Jun Yan, Vladimir Pozdnyakov

Publication date: 6 May 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2014.11.009

zbMATH Keywords

Brownian motionBrownian bridgeanimal movementexpected occupation time

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Animal behavior (92D50)

Related Items (1)

An analytical description of the time-integrated Brownian bridge

Cites Work

• On explicit occupation time distributions for Brownian processes
• The distribution of the sojourn time for the Brownian excursion
• Shift invariance of the occupation time of the Brownian bridge process

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