On distributions of functionals of the Brownian motion stopped at a moment inverse to local time

DOI10.1007/BF02365079zbMath0830.60071MaRDI QIDQ1207905

A. N. Borodin, S. A. Samsonova

Publication date: 16 May 1993

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

Full work available at URL: https://eudml.org/doc/68246

zbMATH Keywords

Laplace transformsBrownian motionextreme valuesstopping timeBrownian local timeadditive functionalknotting conditions

Mathematics Subject Classification ID

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

Cites Work

• Brownian local time
• Unnamed Item
• Unnamed Item

This page was built for publication: On distributions of functionals of the Brownian motion stopped at a moment inverse to local time