Tables of distributions of functionals of Brownian motion

DOI10.1007/BF02365076zbMath0830.60070MaRDI QIDQ1207900

A. N. Borodin, P. E. Baskakova

Publication date: 16 May 1993

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

zbMATH Keywords

classificationdistributions of functionalsextreme value formulasFourier or Laplace transformlocal time formulasoccupation time formulasstopping time formulas

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Convergence Rates to the Arcsine Law, Random perturbations of nonlinear oscillators, On a Poissonian change-point model with variable jump size

Cites Work

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