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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 2003 Volume 298, Pages 22–35 (Mi znsl1150)
On distributions of some functionals of Brownian local time

A. N. Borodin

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

Abstract: Some functionals of Brownian local time are considered. For these functionals we propose the methods of the calculation of the distributions of the functionals.

UDC: 519.2

Received: 26.11.2002


 English version: Journal of Mathematical Sciences (New York), 2005, 128:1, 2503–2510

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