Brownian motion with linear drift on positive half-line and killed elastically at zero is considered. A goal is to get a result that allows us to calculate the distributions of integral functionals with respect to spatial variable of local time of such a process. The explicit form of the distribution of the supremum with respect to spatial variable of local time is calculated for Brownian motion with linear drift reflecting at zero.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 505, 2021, pp. 62–74.
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Borodin, A.N. Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero. J Math Sci 281, 41–49 (2024). https://doi.org/10.1007/s10958-024-07073-5
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DOI: https://doi.org/10.1007/s10958-024-07073-5