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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 39–56
(Mi znsl3692)
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This article is cited in 4 scientific papers (total in 4 papers)
On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time
A. N. Borodin St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
The paper deals with the methods of calculations of the distributions of functionals of Brownian motion stopped at some random moments. The moments are obtained by means of maximum and minimum operations from the moments inverse to some additive functionals. Bibl. 5 titles.
Received: 10.12.1995
Citation:
A. N. Borodin, “On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 39–56; J. Math. Sci. (New York), 93:3 (1999), 276–286
Linking options:
https://www.mathnet.ru/eng/znsl3692 https://www.mathnet.ru/eng/znsl/v228/p39
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Abstract page: | 160 | Full-text PDF : | 70 |
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