An occupation time identity for reflecting Brownian motion with drift (Q2568552): Difference between revisions
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| Property / author: Paavo H. Salminen / rank | |||
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| Property / author: Paavo H. Salminen / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10998-005-0010-z / rank | |||
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Latest revision as of 01:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An occupation time identity for reflecting Brownian motion with drift |
scientific article |
Statements
An occupation time identity for reflecting Brownian motion with drift (English)
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26 January 2006
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reversibility
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local time
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Ray-Knight theorem
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random time change
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