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

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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},
     publisher = {mathdoc},
     volume = {294},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2002_294_a4/}
}
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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/