An occupation time identity for reflecting Brownian motion with drift

DOI10.1007/S10998-005-0010-ZMaRDI QIDQ2568552zbMATH OpenOpenAlexFDO

Authors Marina Kozlova, Paavo Salminen

Publication date 26 January 2006

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10998-005-0010-z

zbMATH Keywords

reversibilitylocal timerandom time changeRay-Knight theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Stationary stochastic processes (60G10) Brownian motion (60J65)

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(4)

• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
• scientific article; zbMATH DE number 5774588 (Why is no real title available?)
• A note on occupation times of stationary processes
• On the time spent above a level by Brownian motion with negative drift

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