Distribution of functionals of Brownian motion stopped at a time that is inverse to local time

DOI10.1007/BF01254267zbMath0836.60086MaRDI QIDQ1179875

A. N. Borodin

Publication date: 27 June 1992

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

integral functionalsBrownian motionMarkov processBrownian local timeLaplace transformations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

• On the character of convergence to Brownian local time. II
• Random Walks and A Sojourn Density Process of Brownian Motion
• Brownian local time
• Unnamed Item

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