Geodesic
On distributions of functionals of Brownian motion stopped at inverse range time
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 50-72

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Methods for calculation of distributions of functionals of Brownian motion stopped at the inverse range time are developed. Some interesting examples of applications of these methods are considered. 
@article{ZNSL_1999_260_a3,
     author = {A. N. Borodin},
     title = {On distributions of functionals of {Brownian} motion stopped at inverse range time},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {50--72},
     publisher = {mathdoc},
     volume = {260},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a3/}
}
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A. N. Borodin. On distributions of functionals of Brownian motion stopped at inverse range time. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 50-72. http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a3/