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Zapiski Nauchnykh Seminarov POMI, 2003, Volume 298, Pages 22–35
(Mi znsl1150)
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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.
Received: 26.11.2002
Citation:
A. N. Borodin, “On distributions of some functionals of Brownian local time”, Probability and statistics. Part 6, Zap. Nauchn. Sem. POMI, 298, POMI, St. Petersburg, 2003, 22–35; J. Math. Sci. (N. Y.), 128:1 (2005), 2503–2510
Linking options:
https://www.mathnet.ru/eng/znsl1150 https://www.mathnet.ru/eng/znsl/v298/p22
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Abstract page: | 180 | Full-text PDF : | 60 | References: | 43 |
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