On the time spent above a level by Brownian motion with negative drift

DOI10.2307/1427261MaRDI QIDQ4727962zbMATH OpenOpenAlexFDO

Authors J. P. Imhof

Publication date 1986

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427261

zbMATH Keywords

last passageduration of positivitytotal time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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Cited in

(7)

• On the time for Brownian motion to visit every point on a circle
• Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
• Quasi-stationary distributions for Lévy processes
• Extremes of diffusions over fixed intervals
• On the real natural exponential families of grand-Babel
• Brownian motion with negative drift and convex level sets in space-time
• Small drift limit theorems for random walks

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