On distribution of functionals of Brownian motion with linear drift
type: Item
instance of: scholarly article
title: On distribution of functionals of Brownian motion with linear drift
zbMATH Open document ID: 0951.60081
DOI: 10.1007/BF02673636
author: A. V. Liber
author: V. A. Smirnova
published in: Journal of Mathematical Sciences (New York)
publication date: 2000-08-24T00:00:00Z
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 1495321
zbMATH Keywords: Brownian motion
zbMATH Keywords: stopping time moments
MaRDI profile type: Publication
cites work: Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time
cites work: Q3363638
cites work: Distributions of Functionals of the Brownian Local Time I
cites work: Q3219515
full work available at URL: https://doi.org/10.1007/bf02673636
OpenAlex ID: W2004858033
description: scientific article; zbMATH DE number 1495321