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Lajos Takács, "Sojourn times for the Brownian motion", International Journal of Stochastic Analysis, vol. 11, Article ID 315491, 16 pages, 1998. https://doi.org/10.1155/S1048953398000203
Sojourn times for the Brownian motion
Received01 Sep 1997
Revised01 Feb 1998
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.
Copyright
Copyright © 1998 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
