Distribution of functionals of a Brownian motion with nonstandard switching

DOI10.1007/s10958-021-05578-xzbMath1482.60106OpenAlexW3204973275MaRDI QIDQ2246204

A. N. Borodin

Publication date: 16 November 2021

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

Full work available at URL: https://doi.org/10.1007/s10958-021-05578-x

zbMATH Keywords

diffusionBrownian motionswitching

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Jump processes on discrete state spaces (60J74)

Cites Work

• Unnamed Item
• Distributions of functionals of switching diffusions
• Stochastic Processes
• On Distributions of Certain Wiener Functionals

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