Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time

DOI10.1007/BF02364811MaRDI QIDQ1291966zbMATH OpenFDO

Authors A. N. Borodin

Publication date 13 July 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/68664

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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Cites work

• scientific article; zbMATH DE number 3723642 (Why is no real title available?)
• On the distribution of functionals of Brownian motion stopped at the moment inverse the local time

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(9)

• Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times
• Distribution of additive functionals of the Brownian motion stopped at various random moment
• Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times
• On distributions of integral functionals of diffusions stopped at inverse range time
• Sojourn time type functionals of a process obtained by pasting together two Brownian motion processes
• On the planar Brownian Green's function for stopping times
• Existence of fixed point in functions of Brownian motion
• scientific article; zbMATH DE number 1069525 (Why is no real title available?)
• On distribution of functionals of Brownian motion with linear drift

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