Journal of Applied Mathematics and Stochastic Analysis
Volume 11 (1998), Issue 3, Pages 231-246

Sojourn times for the Brownian motion

Lajos Takács

Case Western Reserve University, Cleveland, OH, USA

Received 1 September 1997; Revised 1 February 1998

Copyright © 1998 Lajos Takács. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.