Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 2023, Volume 526, Pages 52–77 (Mi znsl7379)  

On the distribution of inhomogeneous functionals of Brownian local time

A. N. Borodin

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
References:
Abstract: We consider the question: how to calculate distributions of the simplest inhomogeneous integral functional of Brownian local time with respect to space parameter. For the Laplace transform of distribution of such a functional we obtaine formulas expressed in terms of solutions of the second order differential equations, satisfying some boundary conditions. As an application of these formulas the joint distribution of suprema of Brownian local time at adjacent intervals are derived.
Key words and phrases: Brownian local time, distribution of inhomogeneous functionals, suprema of local times.
Received: 17.09.2023
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. N. Borodin, “On the distribution of inhomogeneous functionals of Brownian local time”, Probability and statistics. Part 35, Zap. Nauchn. Sem. POMI, 526, POMI, St. Petersburg, 2023, 52–77
Citation in format AMSBIB
\Bibitem{Bor23}
\by A.~N.~Borodin
\paper On the distribution of inhomogeneous functionals of Brownian local time
\inbook Probability and statistics. Part~35
\serial Zap. Nauchn. Sem. POMI
\yr 2023
\vol 526
\pages 52--77
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7379}
Linking options:
  • https://www.mathnet.ru/eng/znsl7379
  • https://www.mathnet.ru/eng/znsl/v526/p52
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:66
    Full-text PDF :25
    References:27
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024