Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method

DOI10.1215/kjm/1250518613zbMath0876.60067OpenAlexW1608735932MaRDI QIDQ1816617

Yasuki Isozaki

Publication date: 18 November 1997

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

Full work available at URL: https://doi.org/10.1215/kjm/1250518613

zbMATH Keywords

Brownian motionadditive functionalsfactorization methodlocal time

Mathematics Subject Classification ID

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

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