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Zapiski Nauchnykh Seminarov POMI, 1999, Volume 260, Pages 50–72 (Mi znsl1065)  
This article is cited in 3 scientific papers (total 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
Full-text PDF (268 kB) Citations (3)
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.
Received: 11.03.1999
English version:
Journal of Mathematical Sciences (New York), 2002, Volume 109, Issue 6, Pages 2061–2078
DOI: https://doi.org/10.1023/A:1014517030107
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “On distributions of functionals of Brownian motion stopped at inverse range time”, Probability and statistics. Part 3, Zap. Nauchn. Sem. POMI, 260, POMI, St. Petersburg, 1999, 50–72; J. Math. Sci. (New York), 109:6 (2002), 2061–2078
Citation in format AMSBIB
\Bibitem{Bor99}
\by A.~N.~Borodin
\paper On distributions of functionals of Brownian motion stopped at inverse range time
\inbook Probability and statistics. Part~3
\serial Zap. Nauchn. Sem. POMI
\yr 1999
\vol 260
\pages 50--72
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1065}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1759154}
\zmath{https://zbmath.org/?q=an:0998.60083}
\transl
\jour J. Math. Sci. (New York)
\yr 2002
\vol 109
\issue 6
\pages 2061--2078
\crossref{https://doi.org/10.1023/A:1014517030107}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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