On distributions of functionals of the Brownian motion stopped at a moment inverse to local time (Q1207905)
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scientific article; zbMATH DE number 165491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On distributions of functionals of the Brownian motion stopped at a moment inverse to local time |
scientific article; zbMATH DE number 165491 |
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On distributions of functionals of the Brownian motion stopped at a moment inverse to local time (English)
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16 May 1993
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See the review in Zbl 0766.60101.
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extreme values
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Brownian motion
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Brownian local time
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stopping time
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additive functional
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Laplace transforms
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knotting conditions
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