On distribution of functionals of Brownian motion with linear drift

DOI10.1007/BF02673636zbMath0951.60081OpenAlexW2004858033MaRDI QIDQ1575993

V. A. Smirnova, A. V. Liber

Publication date: 24 August 2000

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

Full work available at URL: https://doi.org/10.1007/bf02673636

zbMATH Keywords

Brownian motionstopping time moments

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (1)

Distribution of additive functionals of the Brownian motion stopped at various random moment

Cites Work

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• Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time
• Distributions of Functionals of the Brownian Local Time I

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