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The Distribution of the Local Time of Brownian Motion with Drift

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Lattice Path Combinatorics and Applications

Part of the book series: Developments in Mathematics ((DEVM,volume 58))

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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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Author information

Authors and Affiliations

  1. Case Western Reserve University, Cleveland, OH, USA

    Lajos Takács

Authors
  1. Lajos Takács
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Correspondence to Lajos Takács .

Editor information

Editors and Affiliations

  1. Department of Mathematics, The Pennsylvania State University, University Park, PA, USA

    George E. Andrews

  2. Fakultät für Mathematik, Universität Wien, Vienna, Austria

    Christian Krattenthaler

  3. Department of Mathematics and Statistics, California State Polytechnic University, Pomona, Pomona, CA, USA

    Alan Krinik

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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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