Distributions of Functionals of the Brownian Local Time I

DOI10.1137/1134048zbMath0693.60065OpenAlexW2037278900MaRDI QIDQ3468412

A. N. Borodin

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134048

zbMATH Keywords

Brownian local timeLaplace transformationstopping timesmethod of integral equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Related Items (2)

On distribution of functionals of Brownian motion with linear drift ⋮ On first range times of linear diffusions

This page was built for publication: Distributions of Functionals of the Brownian Local Time I