Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 43-54
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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/
@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 -
%0 Journal Article
%A A. N. Borodin
%T On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of
%J Zapiski Nauchnykh Seminarov POMI
%D 2002
%P 43-54
%V 294
%U http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a3/
%G ru
%F ZNSL_2002_294_a3
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.