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Distributions of Some Functionals of the Brownian Local Time

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Abstract

Some functionals of the Brownian local time are considered. For these functionals, we propose methods of computation of distributions of the functionals. Bibliography: 5 titles.

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REFERENCES

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 22–35.

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Borodin, A.N. Distributions of Some Functionals of the Brownian Local Time. J Math Sci 128, 2503–2510 (2005). https://doi.org/10.1007/s10958-005-0198-8

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  • DOI: https://doi.org/10.1007/s10958-005-0198-8

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