First exit time from a bounded interval for a certain class of additive functionals of Brownian motion
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Publication:1592272
DOI10.1023/A:1007810528683zbMath0978.60093MaRDI QIDQ1592272
Publication date: 15 January 2002
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (4)
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes ⋮ Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion ⋮ Persistence and exit times for some additive functionals of skew Bessel processes ⋮ Chung's law for homogeneous Brownian functionals
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