Distribution of integral functionals of a Brownian motion process (Q800055): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Generalized Ito's formula and additive functionals of Brownian motion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Distributions of Certain Wiener Functionals / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3857496 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A limit theorem related to a new class of self similar processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sojourn times of diffusion processes / rank | |||
Normal rank | |||
Revision as of 14:54, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of integral functionals of a Brownian motion process |
scientific article |
Statements
Distribution of integral functionals of a Brownian motion process (English)
0 references
1984
0 references
Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 119, 19-38 (Russian) (1982; Zbl 0491.60082).
0 references
functionals of Brownian motion
0 references
additive functional
0 references
local time
0 references
