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On the time spent above a level by brownian motion with negative drift
Authors
Imhof J. P.
Citation
P. Imhof J., On the time spent above a level by brownian motion with negative drift, Advances in applied probability , 18(4), 1986, pp. 1017-1018
Journal title
Advances in applied probability
→
ACNP
ISSN journal
00018678
Volume
18
Issue
4
Year of publication
1986
Pages
1017 - 1018
Database
ACNP
SICI code