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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 2004 Volume 320, Pages 5–29 (Mi znsl592)
On distributions of special non-homogenious functionals of Brownian motion

A. N. Borodin

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

Abstract: 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.

UDC: 519.21

Received: 24.11.2004


 English version: Journal of Mathematical Sciences (New York), 2006, 137:1, 4487–4501

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© Steklov Math. Inst. of RAS, 2024