Sojourn times for the Brownian motion. (1998)
- Record Type:
- Journal Article
- Title:
- Sojourn times for the Brownian motion. (1998)
- Main Title:
- Sojourn times for the Brownian motion
- Authors:
- Takács, Lajos
- Abstract:
- Abstract : In this paper explicit formulas are given for the distribution function, the density function and the moments of the sojourn time for the reflecting Brownian motion process.
- Is Part Of:
- Journal of applied mathematics and stochastic analysis. Volume 11:Number 3(1998)
- Journal:
- Journal of applied mathematics and stochastic analysis
- Issue:
- Volume 11:Number 3(1998)
- Issue Display:
- Volume 11, Issue 3 (1998)
- Year:
- 1998
- Volume:
- 11
- Issue:
- 3
- Issue Sort Value:
- 1998-0011-0003-0000
- Page Start:
- 231
- Page End:
- 246
- Publication Date:
- 1998
- Subjects:
- Brownian motion -- reflecting Brownian motion -- Sojourn times -- distribution functions -- moments
Mathematical models -- Periodicals
Computer simulation -- Periodicals
Computer science -- Mathematics -- Periodicals
Computer science -- Mathematics
Computer simulation
Mathematical models
Applied Mathematics
Periodicals
Electronic journals
519.22 - Journal URLs:
- http://www.hindawi.com/journals/ijsa/ ↗
- DOI:
- 10.1155/S1048953398000203 ↗
- Languages:
- English
- ISSNs:
- 1048-9533
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 15808.xml