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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 43–54 (Mi znsl1685)  
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
Full-text PDF (206 kB) Citations (1)
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
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 127, Issue 1, Pages 1696–1702
DOI: https://doi.org/10.1007/s10958-005-0130-2
Bibliographic databases:
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Bor02}
\by A.~N.~Borodin
\paper On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of
local times
\inbook Probability and statistics. Part~5
\serial Zap. Nauchn. Sem. POMI
\yr 2002
\vol 294
\pages 43--54
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1685}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1976746}
\zmath{https://zbmath.org/?q=an:1080.60073}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 127
\issue 1
\pages 1696--1702
\crossref{https://doi.org/10.1007/s10958-005-0130-2}
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  • https://www.mathnet.ru/eng/znsl/v294/p43
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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