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
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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/}
}
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/