An occupation time identity for reflecting Brownian motion with drift

Periodica Mathematica Hungarica

Volumn 50, Issue 1-2, 2005, Pages 189-198

  Kozlova, Marina ^a,b   Salminen, Paavo ^b  

^a Åbo Akademi University ^*

^b ÅBO AKADEMI UNIVERSITY   (Finland)

Author keywords

Local time; Random time change; Ray Knight theorem; Reversibility

Indexed keywords

EID: 21244447289     PISSN: 00315303     EISSN: 15882829     Source Type: Journal    
DOI: 10.1007/s10998-005-0012-x     Document Type: Article

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