Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time

DOI10.1007/BF02364811zbMath0929.60064MaRDI QIDQ1291966

A. N. Borodin

Publication date: 13 July 1999

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

Full work available at URL: https://eudml.org/doc/68664

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

On distribution of functionals of Brownian motion with linear drift

Cites Work

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