Some remarks on Brownian motion with drift

DOI10.2307/3214425zbMath0686.60088OpenAlexW2316287263MaRDI QIDQ4204930

D. R. Grey, Ronald Arthur Doney

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214425

zbMATH Keywords

local timerenewal processesoccupation timeexcursion theorypath decomposition

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (2)

A path decomposition for Lévy processes ⋮ A lifetime of excursions through random walks and Lévy processes

This page was built for publication: Some remarks on Brownian motion with drift