Distributions of Functionals of Brownian Local Time, II
From MaRDI portal
Publication:3361671
DOI10.1137/1134075zbMATH Open0734.60081OpenAlexW4236154711MaRDI QIDQ3361671FDOQ3361671
Authors: A. N. Borodin 
Publication date: 1989
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1134075
Recommendations
- Distributions of Functionals of the Brownian Local Time I
- Distributions of some functionals of the Brownian local time
- Distribution of functionals of Brownian motion. II.
- Distributions of functionals of the local time of Brownian motion with discontinuous drift
- On distributions of functionals of the Brownian motion stopped at a moment inverse to local time
- On the distributions of functionals of Brownian motion stopped at a moment inverse to a local time
- On Local Times for Functions and StochasticProcesses
- On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
Cited In (25)
- Penalizations of the Brownian motion with a functional of its local times
- On the character of convergence to Brownian local time. II
- Title not available (Why is that?)
- The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
- Title not available (Why is that?)
- Quenched distributions for the maximum, minimum and local time of the Brox diffusion
- Title not available (Why is that?)
- A joint integral test for the locations of extrema for Brownian motion
- Some explicit distributions for Brownian motion indexed by the Brownian tree
- Distributions of Functionals of the Brownian Local Time I
- Brownian local times
- Localized bases in \(L^2(0,1)\) and their use in the analysis of Brownian motion
- Title not available (Why is that?)
- On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion
- Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications
- On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
- On the local time of the Brownian motion
- Brownian Local Time of the Second Order
- Title not available (Why is that?)
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps
- Title not available (Why is that?)
- Distributions of functionals of the local time of Brownian motion with discontinuous drift
- Distribution of functionals of certain non-Markovian processes
- Title not available (Why is that?)
- On a Distribution of Some Functionals of a Simple Random Walk
This page was built for publication: Distributions of Functionals of Brownian Local Time, II
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3361671)
