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Distribution of special nonhomogeneous functionals

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Abstract

In the paper, we develop methods for computing the distributions of special nonhomogeneous functionals of the Brownian motion. Some interesting examples of applications of these methods are considered. Bibliography: 7 titles.

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References

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Authors and Affiliations

  1. St. Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia

    A. N. Borodin

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  1. A. N. Borodin
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 320, 2004, pp. 5–29.

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Borodin, A.N. Distribution of special nonhomogeneous functionals. J Math Sci 137, 4487–4501 (2006). https://doi.org/10.1007/s10958-006-0241-4

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  • DOI: https://doi.org/10.1007/s10958-006-0241-4

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