Sojourn times for the Brownian motion.
Journal of Applied Mathematics and Stochastic Analysis (1998)
- Volume: 11, Issue: 3, page 231-246
- ISSN: 2090-3332
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topTakács, Lajos. "Sojourn times for the Brownian motion.." Journal of Applied Mathematics and Stochastic Analysis 11.3 (1998): 231-246. <http://eudml.org/doc/48175>.
@article{Takács1998,
author = {Takács, Lajos},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {reflecting Brownian motion; local time; moments; sojourn time},
language = {eng},
number = {3},
pages = {231-246},
publisher = {Hindawi Publishing Corporation, New York},
title = {Sojourn times for the Brownian motion.},
url = {http://eudml.org/doc/48175},
volume = {11},
year = {1998},
}
TY - JOUR
AU - Takács, Lajos
TI - Sojourn times for the Brownian motion.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 3
SP - 231
EP - 246
LA - eng
KW - reflecting Brownian motion; local time; moments; sojourn time
UR - http://eudml.org/doc/48175
ER -
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