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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1996 Volume 228, Pages 39–56 (Mi znsl3692)

This article is cited in 4 papers

On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time

A. N. Borodin

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

Abstract: The paper deals with the methods of calculations of the distributions of functionals of Brownian motion stopped at some random moments. The moments are obtained by means of maximum and minimum operations from the moments inverse to some additive functionals. Bibl. 5 titles.

UDC: 519.2

Received: 10.12.1995


 English version:
Journal of Mathematical Sciences (New York), 1999, 93:3, 276–286

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