Sojourn times for the Brownian motion

Lajos Takács

International Journal of Stochastic Analysis, 1998, vol. 11, 1-16

Abstract:

In this paper explicit formulas are given for the distribution function, the density function and the moments of the sojourn time for the reflecting Brownian motion process.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:315491

DOI: 10.1155/S1048953398000203

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