Sojourn times of Brownian sheet

DOI10.1023/A:1010324606980zbMath1062.60054arXivmath/0404094OpenAlexW4231065799MaRDI QIDQ5933709

Robin Pemantle, Davar Khoshnevisan

Publication date: 22 June 2005

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0404094

zbMATH Keywords

Brownian sheetarcsine lawFeynman-Kac formula

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items (2)

Asymptotic limit properties of the occupation measure for a transient Brownian sheet ⋮ Boundary non-crossings of Brownian pillow

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