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Distribution of integral functionals of a Brownian motion process - MaRDI portal

Distribution of integral functionals of a Brownian motion process (Q800055)

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scientific article; zbMATH DE number 3876349
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English
Distribution of integral functionals of a Brownian motion process
scientific article; zbMATH DE number 3876349

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    Distribution of integral functionals of a Brownian motion process (English)
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    1984
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    Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 119, 19-38 (Russian) (1982; Zbl 0491.60082).
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    functionals of Brownian motion
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    additive functional
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    local time
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