Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 205-217
Citer cet article
A. V. Liber; V. A. Smirnova. On distribution of functionals of Brownian motion with linear drift. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 2, Tome 244 (1997), pp. 205-217. http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/
@article{ZNSL_1997_244_a13,
author = {A. V. Liber and V. A. Smirnova},
title = {On distribution of functionals of {Brownian} motion with linear drift},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {205--217},
year = {1997},
volume = {244},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/}
}
TY - JOUR
AU - A. V. Liber
AU - V. A. Smirnova
TI - On distribution of functionals of Brownian motion with linear drift
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1997
SP - 205
EP - 217
VL - 244
UR - http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/
LA - ru
ID - ZNSL_1997_244_a13
ER -
%0 Journal Article
%A A. V. Liber
%A V. A. Smirnova
%T On distribution of functionals of Brownian motion with linear drift
%J Zapiski Nauchnykh Seminarov POMI
%D 1997
%P 205-217
%V 244
%U http://geodesic.mathdoc.fr/item/ZNSL_1997_244_a13/
%G ru
%F ZNSL_1997_244_a13
The paper deals with the methods of calculation of the distributions of functionals of Brownian motion with linear drift. The different stopping time moments are considered. The cases when the moments are equal to infinity is of special interest.
