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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 39–56 (Mi znsl3692)  
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
Full-text PDF (724 kB) Citations (4)
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
English version:
Journal of Mathematical Sciences (New York), 1999, Volume 93, Issue 3, Pages 276–286
DOI: https://doi.org/10.1007/BF02364811
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Bor96}
\by A.~N.~Borodin
\paper On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time
\inbook Probability and statistics. Part~1
\serial Zap. Nauchn. Sem. POMI
\yr 1996
\vol 228
\pages 39--56
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3692}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1449846}
\zmath{https://zbmath.org/?q=an:0929.60064}
\transl
\jour J. Math. Sci. (New York)
\yr 1999
\vol 93
\issue 3
\pages 276--286
\crossref{https://doi.org/10.1007/BF02364811}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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