Distribution of integral functionals of a Brownian motion process

DOI10.1007/BF01843545zbMATH Open0549.60074OpenAlexW2037786966MaRDI QIDQ800055FDOQ800055

Authors: A. N. Borodin 

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01843545

zbMATH Keywords

local timeadditive functionalfunctionals of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• On Distributions of Certain Wiener Functionals
• A limit theorem related to a new class of self similar processes
• Sojourn times of diffusion processes
• Title not available (Why is that?)
• Generalized Ito's formula and additive functionals of Brownian motion

Cited In (14)

• A note on functionals of a non-Gaussian density process via a non-Poisson system of independent Brownian motions
• Title not available (Why is that?)
• The most visited point of a closed set by Brownian motion
• The Integral of the Supremum Process of Brownian Motion
• The distribution of a double stochastic integral with respect to two independent brownian sheets
• Compound Poisson processes: potentials, Green measures and random times
• Title not available (Why is that?)
• Perpetual integral functionals of multidimensional stochastic processes
• On the distribution of Brownian areas
• Distribution of functionals of a Brownian motion with nonstandard switching
• Asymptotic behavior of the local times of a two-parameter random walk with finite variance
• Some connections between excursion theory and the discrete Schrödinger equation with random potentials
• Title not available (Why is that?)
• Distribution of the supremum of increments of Brownian local time

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