On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 43-54
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The linear combinations with different signs coefficients of local times are considered. Some new version of the Feynman-Kac formula for Brownian motion stopped at the invers moment to this linear combination is proved.
@article{ZNSL_2002_294_a3,
author = {A. N. Borodin},
title = {On distributions of functionals of {Brownian} motion stopped at the moment inverse to a linear combination of},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {43--54},
year = {2002},
volume = {294},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a3/}
}
TY - JOUR AU - A. N. Borodin TI - On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of JO - Zapiski Nauchnykh Seminarov POMI PY - 2002 SP - 43 EP - 54 VL - 294 UR - http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a3/ LA - ru ID - ZNSL_2002_294_a3 ER -
A. N. Borodin. On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 43-54. http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a3/