Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero

DOI10.1007/S10958-024-07073-5MaRDI QIDQ6490287

A. N. Borodin

Publication date: 23 April 2024

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

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• Sojourn times of diffusion processes
• Distributions of functionals of the local time of Brownian motion with discontinuous drift
• A note on the structure of processes the measure of which is absolutely continuous with respect to the wiener process modulus measure
• Stochastic Processes
• On the local time process of a skew Brownian motion
• Random Walks and A Sojourn Density Process of Brownian Motion

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