Sojourn time in an union of intervals for diffusions (Q2513639)

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Sojourn time in an union of intervals for diffusions
scientific article

    Statements

    title
    Sojourn time in an union of intervals for diffusions (English)
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    author
    Aimé Lachal
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    publication date
    28 January 2015
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    zbMATH Keywords
    diffusions
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    sojourn time
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    Laplace transform
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    Brownian motion
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    cites work
    Q4714465
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    44A10
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    60J55
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    60J65
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    zbMATH DE Number
    6391871
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    OpenAlex ID
    W3102671643
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    arXiv ID
    1111.2069
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