Distribution of integral functionals of a Brownian motion process

DOI10.1007/BF01843545zbMath0549.60074OpenAlexW2037786966MaRDI QIDQ800055

A. N. Borodin

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01843545

zbMATH Keywords

local timeadditive functionalfunctionals of Brownian motion

Mathematics Subject Classification ID

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

Related Items

Distribution of the supremum of increments of Brownian local time, On the distribution of Brownian areas, The most visited point of a closed set by Brownian motion, Perpetual integral functionals of multidimensional stochastic processes, Compound Poisson processes: potentials, Green measures and random times, Asymptotic behavior of the local times of a two-parameter random walk with finite variance, Some connections between excursion theory and the discrete Schrödinger equation with random potentials

Cites Work

• Unnamed Item
• Unnamed Item
• Sojourn times of diffusion processes
• Generalized Ito's formula and additive functionals of Brownian motion
• A limit theorem related to a new class of self similar processes
• On Distributions of Certain Wiener Functionals