A. N. Borodin, “On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of local times”, Zap. Nauchn. Sem. POMI, 2002, Volume 294,Pages <nobr>43

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On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of local times

A. N. Borodin

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

Abstract: The linear combinations with different signs coefficients of local times are considered. Some new version of the Feynman-Kac formula for Brownian motion stopped at the invers moment to this linear combination is proved.

UDC: 519.21

Received: 26.11.2002