On distributions of some functionals of Brownian local time
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 6, Tome 298 (2003), pp. 22-35
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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},
publisher = {mathdoc},
volume = {298},
year = {2003},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/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/