International Journal of Stochastic Analysis

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International Journal of Stochastic Analysis / 1998 / Article

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Volume 11 |Article ID 315491 | 16 pages | https://doi.org/10.1155/S1048953398000203

Sojourn times for the Brownian motion

Lajos Takács1

1Case Western Reserve University, USA

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 © 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.

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