Some eigenvalue identities for Brownian motion

DOI10.1017/S0305004100077963zbMath0678.60067OpenAlexW2102414125MaRDI QIDQ3834813

Paul McGill

Publication date: 1989

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100077963

zbMATH Keywords

Brownian local timeadditive functional

Mathematics Subject Classification ID

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

Related Items (2)

Wiener-Hopf factorisation of Brownian motion ⋮ Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion

Cites Work

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