Geodesic
On distributions of additive functionals of Brownian motion stopped at the different random moments
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 55-76
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The distributions of additive functionals of Brownian motion stopped at the random moments are investigated. The moments are constructed by maximum and minimum operations from well-known random times, such as the moment inverse to some additive functionals and the first exit time. 
@article{ZNSL_2002_294_a4,
     author = {I. V. Vagurina},
     title = {On distributions of additive functionals of {Brownian} motion stopped at the different random moments},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {55--76},
     year = {2002},
     volume = {294},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a4/}
}
TY  - JOUR
AU  - I. V. Vagurina
TI  - On distributions of additive functionals of Brownian motion stopped at the different random moments
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2002
SP  - 55
EP  - 76
VL  - 294
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a4/
LA  - ru
ID  - ZNSL_2002_294_a4
ER  - 
%0 Journal Article
%A I. V. Vagurina
%T On distributions of additive functionals of Brownian motion stopped at the different random moments
%J Zapiski Nauchnykh Seminarov POMI
%D 2002
%P 55-76
%V 294
%U http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a4/
%G ru
%F ZNSL_2002_294_a4
I. V. Vagurina. On distributions of additive functionals of Brownian motion stopped at the different random moments. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 5, Tome 294 (2002), pp. 55-76. http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a4/