Occupation times of balls by Brownian motion with drift (Q5933944)

This paper gives explicit formulas for the Laplace transforms of the total time spent by a \(d\)-dimensional Brownian motion with arbitrary drift and starting point in a ball. It also deals with the same problem for Brownian motion stopped at an independent exponential stopping time. The proofs use stochastic analysis to describe the Laplace transforms as solutions of certain PDE problems.