On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 39-56
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The paper deals with the methods of calculations of the distributions of functionals of Brownian motion stopped at some random moments. The moments are obtained by means of maximum and minimum operations from the moments inverse to some additive functionals. Bibl. 5 titles.
@article{ZNSL_1996_228_a4,
author = {A. N. Borodin},
title = {On distributions of functionals of {Brownian} motion stopped at the moment inverse to sojourn time},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {39--56},
year = {1996},
volume = {228},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a4/}
}
A. N. Borodin. On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 39-56. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a4/