Occupation time distributions for the telegraph process
نویسندگان
چکیده
منابع مشابه
On explicit occupation time distributions for Brownian processes
Explicit expressions for the occupation time distribution of Brownian bridge, excursion and meander are derived using Kac’s formula and results of [4]. The first two distributions appeared in [8], and were derived using weak convergence of simple random walk.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.03.016