Distribution of additive functionals of the Brownian motion stopped at various random moment

DOI10.1007/S10958-005-0131-1MaRDI QIDQ2567728zbMATH OpenOpenAlexFDO

Authors I. V. Vagurina

Publication date 13 October 2005

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

Full work available at URL https://doi.org/10.1007/s10958-005-0131-1

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

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Cites work

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• On distribution of functionals of Brownian motion with linear drift

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(8)

• Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time
• Computations of moments for discounted Brownian additive functionals
• The randomly stopped geometric Brownian motion
• Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times
• Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times
• scientific article; zbMATH DE number 4044869 (Why is no real title available?)
• scientific article; zbMATH DE number 1069525 (Why is no real title available?)
• Properties of additive functionals of Brownian motion with resetting

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