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
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.
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