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

DOI10.1007/BF02364811zbMATH Open0929.60064MaRDI QIDQ1291966FDOQ1291966

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

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Mathematics Subject Classification ID

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

Cites Work

• On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
• Title not available (Why is that?)

Cited In (7)

• 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
• 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
• Title not available (Why is that?)
• On distribution of functionals of Brownian motion with linear drift

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