Tables of distributions of functionals of Brownian motion
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Publication:1207900
DOI10.1007/BF02365076zbMath0830.60070MaRDI QIDQ1207900
A. N. Borodin, P. E. Baskakova
Publication date: 16 May 1993
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
classificationdistributions of functionalsextreme value formulasFourier or Laplace transformlocal time formulasoccupation time formulasstopping time formulas
Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Local time and additive functionals (60J55)
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