| Título: | On the Occupation Time of Brownian Excursion |
| Autores: | Hooghiemstra, Gerard; Technical University Delft |
| Fecha: | 1999-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: | Brownian excursion, occupation time. |
| Descripción: | Recently, Kalvin M. Jansons derived in an elegant way the Laplace transform of the time spent by an excursion above a given level $a>0$. This result can also be derived from previous work of the author on the occupation time of the excursion in the interval $(a,a+b]$, by sending $b \to \infty$. Several alternative derivations areincluded. |
| Idioma: | No aplica |
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