scientific article; zbMATH DE number 2046079

MaRDI QIDQ4451061zbMATH OpenFDO

Authors Leonid Tolmatz

Publication date 22 February 2004

Full work available at URL http://www.emis.de/journals/DMTCS/proceedings/html/dmAC0129.abs.html

zbMATH Keywords

momentsasymptoticsdistributionBrownian motionsaddle pointAiry functions

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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Cited in

(4)

• Asymptotics of the distribution of the integral of the absolute value of the Brownian bridge for large arguments
• Properties of additive functionals of Brownian motion with resetting
• Asymptotics of the distribution of the integral of the positive part of the Brownian bridge for large arguments
• On the distribution of the integral of the absolute value of the Brownian motion

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