Exact joint distributions of three global characteristic times for Brownian motion
{{output}}
We consider three global chracteristic times for a one-dimensional Brownian motion x(τ) in the interval τ∈[0,t]: the occupation time t_{o} denoting the cumulative time where x(τ)>0, the time t_{m} at which the process achieves its global maximum in [0,t], ... ...
