Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 3, Tome 260 (1999), pp. 50-72
Citer cet article
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/
@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/}
}
TY - JOUR
AU - A. N. Borodin
TI - On distributions of functionals of Brownian motion stopped at inverse range time
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1999
SP - 50
EP - 72
VL - 260
UR - http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a3/
LA - ru
ID - ZNSL_1999_260_a3
ER -
%0 Journal Article
%A A. N. Borodin
%T On distributions of functionals of Brownian motion stopped at inverse range time
%J Zapiski Nauchnykh Seminarov POMI
%D 1999
%P 50-72
%V 260
%U http://geodesic.mathdoc.fr/item/ZNSL_1999_260_a3/
%G ru
%F ZNSL_1999_260_a3
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.
