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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 43–54
(Mi znsl1685)
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This article is cited in 1 scientific paper (total in 1 paper)
On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of
local times
A. N. Borodin St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The linear combinations with different signs coefficients of local times are considered. Some new version of the Feynman-Kac formula for Brownian motion stopped at the invers moment to this linear combination is proved.
Received: 26.11.2002
Citation:
A. N. Borodin, “On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of
local times”, Probability and statistics. Part 5, Zap. Nauchn. Sem. POMI, 294, POMI, St. Petersburg, 2002, 43–54; J. Math. Sci. (N. Y.), 127:1 (2005), 1696–1702
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https://www.mathnet.ru/eng/znsl1685 https://www.mathnet.ru/eng/znsl/v294/p43
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Abstract page: | 152 | Full-text PDF : | 74 |
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