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math.PR2019
On the sojourn time of a Generalized Brownian meander
Francesco Iafrate, Enzo Orsingher
In this paper we study the sojourn time on the positive half-line up to time of a drifted Brownian motion with starting point and subject to the condition that $ \min_{…
math.PR2019
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Francesco Iafrate, Claudio Macci
We consider the last zero crossing time of a Brownian motion, with drift in the time interval . We prove the large deviation principle of $\{T_{μ\sqrt r…