Pages that link to "Item:Q1575993"

The following pages link to On distribution of functionals of Brownian motion with linear drift (Q1575993):

Displaying 7 items.

• Distribution of functionals of some processes with independent increments (Q367571) (← links)
• Distribution of additive functionals of the Brownian motion stopped at various random moment (Q2567728) (← links)
• Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
• Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem (Q2711133) (← links)
• Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means (Q4596676) (← links)
• Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations (Q4848707) (← links)
• Distributions of functionals of a skew Brownian motion with discontinuous drift (Q6174429) (← links)