Abstract
"We obtain integral transforms of the distributions of the
total sojourn time in an interval for some homogeneous processes with independent increments.
For a symmetricWiener process, we obtain the distribution of the total sojourn time of the process
in an interval."
total sojourn time in an interval for some homogeneous processes with independent increments.
For a symmetricWiener process, we obtain the distribution of the total sojourn time of the process
in an interval."
| Original language | English |
|---|---|
| Pages (from-to) | 212-241 |
| Number of pages | 30 |
| Journal | Ukrainian Mathematical Visn. |
| Volume | 3 |
| Publication status | Published - 2006 |
Keywords
- sojourn time
- interval