Geodesic
Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk. II
Sbornik. Mathematics, Tome 21 (1973) no. 3, pp. 439-448 Cet article a éte moissonné depuis la source Math-Net.Ru

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For a Wiener process with a nonzero drift, the authors find the distribution density for the trajectory amplitude on a segment adjacent to the beginning of the trajectory. Formulas are given for the first two moments of the amplitude and it is shown that the change in the variance is monotonic. Bibliography: 2 titles. 
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     author = {V. K. Zakharov and O. V. Sarmanov},
     title = {Combinatorial methods for investigating the distribution of the trajectory amplitude of a~random {walk.~II}},
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V. K. Zakharov; O. V. Sarmanov. Combinatorial methods for investigating the distribution of the trajectory amplitude of a random walk. II. Sbornik. Mathematics, Tome 21 (1973) no. 3, pp. 439-448. http://geodesic.mathdoc.fr/item/SM_1973_21_3_a5/

[1] V. K. Zakharov, O. V. Sarmanov, “Kombinatornye metody issledovaniya raspredeleniya razmakha traektorii sluchainogo bluzhdaniya, I”, Matem. sb., 89 (131) (1972), 520–532 | Zbl

[2] W. Feller, “The asymptotic distribution of the range of sums of independent random variabiles”, Ann. Math. Stat., 22:3 (1951), 427–432 | DOI | MR | Zbl