Distribution of sojourn time for a Brownian motion with jumps

DOI10.1007/S10958-008-9102-7MaRDI QIDQ2451253zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 50113 (Why is no real title available?)
• scientific article; zbMATH DE number 5029465 (Why is no real title available?)
• scientific article; zbMATH DE number 3069511 (Why is no real title available?)
• Distribution of functionals of some processes with independent increments
• On Distributions of Certain Wiener Functionals
• 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
• scientific article; zbMATH DE number 1738353 (Why is no real title available?)
• Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps

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