Distribution of sojourn time for a Brownian motion with jumps

DOI10.1007/s10958-008-9102-7zbMath1288.60093OpenAlexW2062425457MaRDI QIDQ2451253

A. N. Borodin

Publication date: 3 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-008-9102-7

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Distribution of functionals of some processes with independent increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
• On Distributions of Certain Wiener Functionals
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