Abstract
We study distributions of additive functionals of a Brownian motion stopped at moments constructed by maxima and minima operations from the inverse range time, moments inverse to some additive functionals, and the first exit time. Some interesting examples of application are considered. Bibliography: 6 titles.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
