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

DOI10.2307/1427261zbMATH Open0618.60079OpenAlexW4251002076MaRDI QIDQ4727962FDOQ4727962

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

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zbMATH Keywords

last passageduration of positivitytotal time

Mathematics Subject Classification ID

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

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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