On the sojourn time of a generalized Brownian meander

DOI10.1016/J.SPL.2020.108927zbMath1455.60109arXiv1909.13569OpenAlexW3083620441MaRDI QIDQ826669

F. Iafrate, Enzo Orsingher

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.13569

zbMATH Keywords

weak convergenceBrownian excursiontightnessFeynman-Kac functionalelastic Brownian motiondrifted Brownian meander

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Elastic drifted Brownian motions and non-local boundary conditions

Cites Work

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