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Publication:3362574
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zbMATH Open0766.60101MaRDI QIDQ3362574

A. N. Borodin, S. A. Samsonova

Publication date: 1992


Full work available at URL: https://eudml.org/doc/68246

Title of this publication is not available (Why is that?)


zbMATH Keywords

Laplace transformsBrownian motionextreme valuesstopping timeBrownian local timeadditive functionalknotting conditions


Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Local time and additive functionals (60J55)



Related Items (4)

Distributions of Functionals of Brownian Local Time, II ⋮ Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times ⋮ Distributions of additive functionals of Brownian motion stopped at moments of maxima and minima of random times ⋮ Title not available (Why is that?)






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