Geodesic
On distributions of special non-homogenious functionals of Brownian motion
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 5-29

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In the paper we develop some methods for calculations of the distributions of special non-homogenious functionals of Brownian motion. Some interesting examples of applications of these methods are considered. 
@article{ZNSL_2004_320_a0,
     author = {A. N. Borodin},
     title = {On distributions of special non-homogenious functionals of {Brownian} motion},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {5--29},
     publisher = {mathdoc},
     volume = {320},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a0/}
}
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A. N. Borodin. On distributions of special non-homogenious functionals of Brownian motion. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 5-29. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a0/