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Zapiski Nauchnykh Seminarov POMI, 1997, Volume 244, Pages 205–217 (Mi znsl520)  
This article is cited in 1 scientific paper (total in 1 paper)

On distribution of functionals of Brownian motion with linear drift

A. V. Liber, V. A. Smirnova

Saint-Petersburg State Electrotechnical University
Full-text PDF (196 kB) Citations (1)
Abstract: The paper deals with the methods of calculation of the distributions of functionals of Brownian motion with linear drift. The different stopping time moments are considered. The cases when the moments are equal to infinity is of special interest.
Received: 08.10.1997
English version:
Journal of Mathematical Sciences (New York), 2000, Volume 99, Issue 2, Pages 1141–1148
DOI: https://doi.org/10.1007/BF02673636
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: A. V. Liber, V. A. Smirnova, “On distribution of functionals of Brownian motion with linear drift”, Probability and statistics. Part 2, Zap. Nauchn. Sem. POMI, 244, POMI, St. Petersburg, 1997, 205–217; J. Math. Sci. (New York), 99:2 (2000), 1141–1148
Citation in format AMSBIB
\Bibitem{LibSmi97}
\by A.~V.~Liber, V.~A.~Smirnova
\paper On distribution of functionals of Brownian motion with linear drift
\inbook Probability and statistics. Part~2
\serial Zap. Nauchn. Sem. POMI
\yr 1997
\vol 244
\pages 205--217
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl520}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1700390}
\zmath{https://zbmath.org/?q=an:0951.60081}
\transl
\jour J. Math. Sci. (New York)
\yr 2000
\vol 99
\issue 2
\pages 1141--1148
\crossref{https://doi.org/10.1007/BF02673636}
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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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