An occupation time identity for reflecting Brownian motion with drift

DOI10.1007/S10998-005-0010-ZzbMATH Open1082.60072OpenAlexW1965981635MaRDI QIDQ2568552FDOQ2568552

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

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zbMATH Keywords

reversibilitylocal timerandom time changeRay-Knight theorem

Mathematics Subject Classification ID

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

Cited In (4)

• The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise
• Title not available (Why is that?)
• 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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