Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times

DOI10.1007/S10958-005-0199-7zbMath1083.60063OpenAlexW1988862341MaRDI QIDQ2567781

I. V. Vagurina

Publication date: 13 October 2005

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

Full work available at URL: https://doi.org/10.1007/s10958-005-0199-7

zbMATH Keywords

boundary value problem

Mathematics Subject Classification ID

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

Cites Work

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