Abstract
Recently, Kalvin M. Jansons derived in an elegant way the Laplace transform of the time spent by an excursion above a given level $a \gt 0$. This result can also be derived from previous work of the author on the occupation time of the excursion in the interval $(a,a+b]$, by sending $b \to \infty$. Several alternative derivations areincluded.
Citation
Gerard Hooghiemstra. "On the Occupation Time of Brownian Excursion." Electron. Commun. Probab. 4 61 - 64, 1999. https://doi.org/10.1214/ECP.v4-1006
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