Abstract
Limit theorems of Berman involve the total time spent by Brownian motion with negative drift above a fixed or exponentially distributed negative level. We give explicitly the probability densities and distribution functions, obtained via an equivalence of laws.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Bibliography;Sojourns and Extremes of Stochastic Processes;2017-07-12
2. Some results involving the maximum of Brownian motion;Journal of Applied Probability;1993-12
3. Some remarks on Brownian motion with drift;Journal of Applied Probability;1989-09