在Borodin和Salminen(2002)文献中有关带漂移布朗运动占位时的Laplace变换结果的基础上,运用Li等(2014)计算局部时的方法,推出了带漂移布朗运动在独立指数时间eq前,及停留在0处的局部时的Laplace变换表达式2(,0)022elim(;0,,)2leqaqEIaeqaqλλμλμ?→+==++。当μ=0时,本文结果与标准布朗运动的结果吻合。
On the basis of the results in Borodin and Salminen(2002),the approach in Li et al.(2014)is adopted toconsider the local time at0before independent exponential time eq,and the Laplace transform of local time on Brownianmotion with drift is obtained.The result is2(,0)022e lim(;0,,)2l eqa qE I a e qa qλλμλμ?→+==++.Whenμ=0,the resultconsists with classical result of Brownian motion.