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
Voir la notice du chapitre de livre
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},
year = {1999},
volume = {260},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a3/}
}
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/