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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 5–29 (Mi znsl592)  
On distributions of special non-homogenious functionals of Brownian motion

A. N. Borodin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
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Abstract: In the paper we develop some methods for calculations of the distributions of special non-homogenious functionals of Brownian motion. Some interesting examples of applications of these methods are considered.
Received: 24.11.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 137, Issue 1, Pages 4487–4501
DOI: https://doi.org/10.1007/s10958-006-0241-4
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. N. Borodin, “On distributions of special non-homogenious functionals of Brownian motion”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 5–29; J. Math. Sci. (N. Y.), 137:1 (2006), 4487–4501
Citation in format AMSBIB
\Bibitem{Bor04}
\by A.~N.~Borodin
\paper On distributions of special non-homogenious functionals of Brownian motion
\inbook Probability and statistics. Part~8
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 320
\pages 5--29
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl592}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2115862}
\zmath{https://zbmath.org/?q=an:1069.60067}
\elib{https://elibrary.ru/item.asp?id=9129608}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 137
\issue 1
\pages 4487--4501
\crossref{https://doi.org/10.1007/s10958-006-0241-4}
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