Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes

DOI10.1007/BF01060642zbMath0691.60068OpenAlexW1986932021MaRDI QIDQ582710

S. V. Efimenko, M. I. Portenko

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01060642

zbMATH Keywords

arc sine law for Wiener processessojourn time functionals

Mathematics Subject Classification ID

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

Cites Work

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