Distribution of integral functionals of a Brownian motion process
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Cites work
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- A limit theorem related to a new class of self similar processes
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- Sojourn times of diffusion processes
Cited in
(14)- A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions
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- The most visited point of a closed set by Brownian motion
- The Integral of the Supremum Process of Brownian Motion
- The distribution of a double stochastic integral with respect to two independent brownian sheets
- Compound Poisson processes: potentials, Green measures and random times
- scientific article; zbMATH DE number 5638045 (Why is no real title available?)
- Perpetual integral functionals of multidimensional stochastic processes
- On the distribution of Brownian areas
- Distribution of functionals of a Brownian motion with nonstandard switching
- Asymptotic behavior of the local times of a two-parameter random walk with finite variance
- Some connections between excursion theory and the discrete Schrödinger equation with random potentials
- scientific article; zbMATH DE number 5637970 (Why is no real title available?)
- Distribution of the supremum of increments of Brownian local time
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