مرکز منطقه ای اطلاع رساني علوم و فناوري - How the sojourn time distributions of Brownian motion are affected by different forms of conditioning

Title of article :

How the sojourn time distributions of Brownian motion are affected by different forms of conditioning

Author/Authors :

L. Beghin، نويسنده , , Y. Nikitin، نويسنده , , E. Orsingher، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

291

To page :

302

Keywords :

Feynman–Kac functional1. Introduction , sojourn time , Brownian motion , arc-sine law

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

140201

Link To Document :