| Article ID: | iaor19992105 |
| Country: | United States |
| Volume: | 11 |
| Issue: | 3 |
| Start Page Number: | 231 |
| End Page Number: | 246 |
| Publication Date: | Jul 1998 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Takcs Lajos |
| Keywords: | probability, statistics: distributions |
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.