On distribution of functionals of Brownian motion with linear drift
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Cites work
- scientific article; zbMATH DE number 3886816 (Why is no real title available?)
- Distributions of Functionals of the Brownian Local Time I
- Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time
- On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
Cited in
(10)- Distribution of additive functionals of the Brownian motion stopped at various random moment
- The distribution of the local time of Brownian motion with drift
- Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations
- Distributions of functionals of a skew Brownian motion with discontinuous drift
- Distribution of functionals of Brownian motion. II.
- Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero
- Distribution of functionals of some processes with independent increments
- Distributions of functionals of the local time of Brownian motion with discontinuous drift
- Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
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