Abstract
In this paper Brownian motion with drift is considered, and explicit formulas are given for the distribution function, the density function, and the moments of the local time of the process and of the local time of the absolute value of the process.
Lajos Takács is deceased on 4 December 2015.
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Takács, L. (2019). The Distribution of the Local Time of Brownian Motion with Drift. In: Andrews, G., Krattenthaler, C., Krinik, A. (eds) Lattice Path Combinatorics and Applications. Developments in Mathematics, vol 58. Springer, Cham. https://doi.org/10.1007/978-3-030-11102-1_2
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DOI: https://doi.org/10.1007/978-3-030-11102-1_2
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