NDLI: Sojourn Time in an Union of Intervals for Diffusions

Content Provider	Springer Nature Link
Author	Lachal, Aimé
Copyright Year	2012
Abstract	We give a method for computing the iterated Laplace transform of the sojourn time in an union of intervals for linear diffusion processes. This random variable comes from a model occurring in biology concerning the clustering of membrane receptors. The way used hinges on solving differential equations. We finally have a look on the particular case of Brownian motion and we provide a representation for the Laplace transform of its local time in a finite set.
Starting Page	743
Ending Page	771
Page Count	29
File Format	PDF
ISSN	13875841
Journal	Methodology and Computing in Applied Probability
Volume Number	15
Issue Number	4
e-ISSN	15737713
Language	English
Publisher	Springer US
Publisher Date	2012-03-30
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Sojourn time Laplace transform Linear systems Statistics Life Sciences Electrical Engineering Economics general Business/Management Science
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability

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Sojourn Time in an Union of Intervals for Diffusions