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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 55–76
(Mi znsl1686)
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This article is cited in 1 scientific paper (total in 1 paper)
On distributions of additive functionals of Brownian motion stopped at the different random moments
I. V. Vagurina St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The distributions of additive functionals of Brownian motion stopped at the random moments are investigated. The moments are constructed by maximum and minimum operations from well-known random times, such as the moment inverse to some additive functionals and the first exit time.
Received: 28.09.2002
Citation:
I. V. Vagurina, “On distributions of additive functionals of Brownian motion stopped at the different random moments”, Probability and statistics. Part 5, Zap. Nauchn. Sem. POMI, 294, POMI, St. Petersburg, 2002, 55–76; J. Math. Sci. (N. Y.), 127:1 (2005), 1703–1716
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https://www.mathnet.ru/eng/znsl1686 https://www.mathnet.ru/eng/znsl/v294/p55
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Abstract page: | 152 | Full-text PDF : | 52 |
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