Let $W$ be a Wiener process and $U_x$ is the amount of time spent below $x$ during time interval $(0,1)$. Hence $U_x=\int\limits_0^1I_{\{W(t)
A problem with regard to Wiener process
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stochastic-processes
brownian-motion
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0@ saz : my mistake, but I can't edit my comment. best regards. – 2012-12-13