On the time spent above a level by Brownian motion with negative drift

DOI10.2307/1427261zbMath0618.60079OpenAlexW4251002076MaRDI QIDQ4727962

J. P. Imhof

Publication date: 1986

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

Full work available at URL: https://doi.org/10.2307/1427261

zbMATH Keywords

last passageduration of positivitytotal time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (4)

Small drift limit theorems for random walks ⋮ On the real natural exponential families of grand-Babel ⋮ Extremes of diffusions over fixed intervals ⋮ On the time for Brownian motion to visit every point on a circle

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