Computations of moments for discounted Brownian additive functionals

DOI10.1215/kjm/1250518061zbMath0943.60068OpenAlexW1566960219MaRDI QIDQ1293332

Marc Yor, Sadao Sato

Publication date: 30 August 2000

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250518061

zbMATH Keywords

discounted Brownian additive functionaldiscounted local timemoments function

Mathematics Subject Classification ID

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

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