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Zapiski Nauchnykh Seminarov POMI, 2002, Volume 294, Pages 55–76 (Mi znsl1686)  
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
Full-text PDF (265 kB) Citations (1)
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
English version:
Journal of Mathematical Sciences (New York), 2005, Volume 127, Issue 1, Pages 1703–1716
DOI: https://doi.org/10.1007/s10958-005-0131-1
Bibliographic databases:
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Vag02}
\by I.~V.~Vagurina
\paper On distributions of additive functionals of Brownian motion stopped at the different random moments
\inbook Probability and statistics. Part~5
\serial Zap. Nauchn. Sem. POMI
\yr 2002
\vol 294
\pages 55--76
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl1686}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1976747}
\zmath{https://zbmath.org/?q=an:1074.60085}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2005
\vol 127
\issue 1
\pages 1703--1716
\crossref{https://doi.org/10.1007/s10958-005-0131-1}
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    • 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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