Distribution of integral functionals of a Brownian motion process
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Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 119, 19-38 (Russian) (1982; Zbl 0491.60082).
Cites work
- A limit theorem related to a new class of self similar processes
- Generalized Ito's formula and additive functionals of Brownian motion
- scientific article; zbMATH DE number 3658750 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- On Distributions of Certain Wiener Functionals
- Sojourn times of diffusion processes
Cited in
(14)- 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
- Distribution of the supremum of increments of Brownian local time
- On the distribution of Brownian areas
- The most visited point of a closed set by Brownian motion
- Distribution of functionals of a Brownian motion with nonstandard switching
- A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions
- scientific article; zbMATH DE number 5637970 (Why is no real title available?)
- scientific article; zbMATH DE number 5638045 (Why is no real title available?)
- The distribution of a double stochastic integral with respect to two independent brownian sheets
- scientific article; zbMATH DE number 1301688 (Why is no real title available?)
- Perpetual integral functionals of multidimensional stochastic processes
- The Integral of the Supremum Process of Brownian Motion
- Compound Poisson processes: potentials, Green measures and random times
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