On distributions of some functionals of Brownian local time
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 22-35 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

Some functionals of Brownian local time are considered. For these functionals we propose the methods of the calculation of the distributions of the functionals.
@article{ZNSL_2003_298_a1,
     author = {A. N. Borodin},
     title = {On distributions of some functionals of {Brownian} local time},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {22--35},
     year = {2003},
     volume = {298},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a1/}
}
TY  - JOUR
AU  - A. N. Borodin
TI  - On distributions of some functionals of Brownian local time
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2003
SP  - 22
EP  - 35
VL  - 298
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a1/
LA  - ru
ID  - ZNSL_2003_298_a1
ER  - 
%0 Journal Article
%A A. N. Borodin
%T On distributions of some functionals of Brownian local time
%J Zapiski Nauchnykh Seminarov POMI
%D 2003
%P 22-35
%V 298
%U http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a1/
%G ru
%F ZNSL_2003_298_a1
A. N. Borodin. On distributions of some functionals of Brownian local time. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 22-35. http://geodesic.mathdoc.fr/item/ZNSL_2003_298_a1/

[1] P. Lévy, “Sur certains processus stochastiques homogènes”, Compositio Math., 7 (1939), 283–339 | MR

[2] A. N. Borodin, “Raspredelenie funktsionalov ot brounovskogo dvizheniya, ostanovlennogo v moment, obratnyi k lineinoi kombinatsii lokalnykh vremen”, Zapiski nauchnykh seminarov POMI, 294, 2002, 43–54 | MR | Zbl

[3] A. N. Borodin, “O raspredelenii supremuma priraschenii brounovskogo lokalnogo vremeni”, Zapiski nauchnykh seminarov POMI, 142, 1985, 6–24 | MR | Zbl

[4] A. N. Borodin, “Raspredelenie integralnykh funktsionalov ot protsessa brounovskogo dvizheniya”, Zapiski nauchnykh seminarov POMI, 119, 1982, 19–38 | MR | Zbl

[5] A. N. Borodin, P. Salminen, Handbook of Brownian Motion – Facts and Formulae, Second Edition, Birkhäuser, Basel–Boston–Berlin, 2002 | MR | Zbl