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Browsing EPrint Collection - Mathematics by Subject "arcsine law"
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Eigenvalue expansions for Brownian motion with an application to occupation times
(Institute of Mathematical Statistics, 1996-01-31)Let B be a Borel subset of R [to the power of] d with finite volume. We give an eigenvalue expansion for the transition densities of Brownian motion killed on exiting B. Let A [subscript] 1 be the time spent by Brownian ...