Brownian first exit from and sojourn over one sided moving boundary and application

DOI10.1007/BF00535355zbMath0431.60080OpenAlexW81860784MaRDI QIDQ3868569

Kôhei Uchiyama

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535355

zbMATH Keywords

Brownian motionsojourn time distribution

Mathematics Subject Classification ID

Brownian motion (60J65)

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