First exit time from a bounded interval for a certain class of additive functionals of Brownian motion

DOI10.1023/A:1007810528683MaRDI QIDQ1592272zbMATH OpenFDO

Authors A. Lachal

Publication date 15 January 2002

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

hypergeometric functionsfirst exit timeAbel's integral equationexcursion process

Mathematics Subject Classification ID

Brownian motion (60J65)

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(14)

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