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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 1999 Volume 260, Pages 50–72 (Mi znsl1065)
This article is cited in 3 papers

On distributions of functionals of Brownian motion stopped at inverse range time

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: Methods for calculation of distributions of functionals of Brownian motion stopped at the inverse range time are developed. Some interesting examples of applications of these methods are considered.

UDC: 519.2

Received: 11.03.1999


 English version: Journal of Mathematical Sciences (New York), 2002, 109:6, 2061–2078

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