On distribution of functionals of a Brownian motion stopped at the inverse range time

DOI10.1023/A:1014517030107zbMath0998.60083OpenAlexW140934838MaRDI QIDQ1603210

A. N. Borodin

Publication date: 25 June 2002

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

Full work available at URL: https://doi.org/10.1023/a:1014517030107

zbMATH Keywords

Brownian motionadditive functionalslocal timeconstant driftinverse range process

Mathematics Subject Classification ID

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

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