Distributions of functionals of the local time of Brownian motion with discontinuous drift

DOI10.1007/S10958-022-06230-YMaRDI QIDQ2684702zbMATH OpenOpenAlexFDO

Authors A. N. Borodin

Publication date 17 February 2023

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

Full work available at URL https://doi.org/10.1007/s10958-022-06230-y

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

Recommendations

• Distributions of functionals of a skew Brownian motion with discontinuous drift
• Distributions of Functionals of Brownian Local Time, II
• The distribution of the local time of Brownian motion with drift
• On distribution of functionals of Brownian motion with linear drift
• Distributions of Functionals of the Brownian Local Time I

Cites work

• An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
• Generation of Bessel Functions on High Speed Computers
• scientific article; zbMATH DE number 942202 (Why is no real title available?)
• On the local time process of a skew Brownian motion
• Random Walks and A Sojourn Density Process of Brownian Motion
• Sojourn times of diffusion processes
• Stochastic processes. Translated from the Russian

Cited in

(5)

• The distribution of the local time of Brownian motion with drift
• Distributions of Functionals of Brownian Local Time, II
• Transition density of one-dimensional diffusion with discontinuous drift
• Distributions of functionals of a skew Brownian motion with discontinuous drift
• Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero

This page was built for publication: Distributions of functionals of the local time of Brownian motion with discontinuous drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2684702)