Sojourn time in an union of intervals for diffusions

DOI10.1007/S11009-012-9280-0zbMath1306.60112arXiv1111.2069OpenAlexW3102671643MaRDI QIDQ2513639

Aimé Lachal

Publication date: 28 January 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.2069

zbMATH Keywords

Laplace transformBrownian motiondiffusionssojourn time

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Laplace transform (44A10) Local time and additive functionals (60J55)

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