Distribution of sojourn time for a Brownian motion with jumps

DOI10.1007/S10958-008-9102-7zbMATH Open1288.60093OpenAlexW2062425457MaRDI QIDQ2451253FDOQ2451253

Authors: A. N. Borodin 

Publication date: 3 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-008-9102-7

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Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• On Distributions of Certain Wiener Functionals
• Title not available (Why is that?)
• Distribution of functionals of some processes with independent increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps

Cited In (5)

• The distribution of the sojourn time for the Brownian excursion
• How the sojourn time distributions of Brownian motion are affected by different forms of conditioning.
• The distribution of random motion with Erlang-3 sojourn times
• Title not available (Why is that?)
• Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps

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