See p. 342 of Feller, vol. 2: Here, B starts at x and is absorbed at 0 and a.
What you wrote about T is not correct: They are not equal in dimensions 1 and 3. Rather, this total occupation time in dimension 3 equals in distribution the exit time in dimension 1 (the Ciesielski-Taylor identity).
See p. 342 of Feller, vol. 2: Here, B starts at x and is absorbed at 0 and a.
See p. 342 of Feller, vol. 2: Here, B starts at x and is absorbed at 0 and a.
What you wrote about T is not correct: They are not equal in dimensions 1 and 3. Rather, this total occupation time in dimension 3 equals in distribution the exit time in dimension 1 (the Ciesielski-Taylor identity).
See p. 342 of Feller, vol. 2: Here, B starts at x and is absorbed at 0 and a.
