On occupation times of the first and third quadrants for planar Brownian motion

DOI10.1017/JPR.2016.104zbMath1400.60105arXiv1602.07605OpenAlexW2963181203MaRDI QIDQ4684857

Lawrence A. Shepp, Philip A. Ernst

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07605

zbMATH Keywords

occupation timeplanar Brownian motionKontorovich-Lebedev

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (2)

A remark on positive sojourn times of symmetric processes ⋮ Occupation time for classical and quantum walks

Cites Work

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• Cyclically stationary Brownian local time processes
• Occupation times for planar and higher dimensional Brownian motion
• On higher-dimensional analogues of the arc-sine law
• Where did the Brownian particle go?

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