An occupation time identity for reflecting Brownian motion with drift (Q2568552): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10998-005-0010-z / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1965981635 / rank | |||
Normal rank |
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)
0 references
26 January 2006
0 references
reversibility
0 references
local time
0 references
Ray-Knight theorem
0 references
random time change
0 references