An occupation time identity for reflecting Brownian motion with drift (Q2568552)
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scientific article; zbMATH DE number 2213348
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| default for all languages | No label defined |
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| English | An occupation time identity for reflecting Brownian motion with drift |
scientific article; zbMATH DE number 2213348 |
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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0.7566001415252686
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0.7448683977127075
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0.7409095764160156
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0.7409095764160156
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0.7382422685623169
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