On distribution of functionals of Brownian motion with linear drift

被引：0
|
作者：
Liber A.V.
Smirnova V.A.
机构：
来源：
Journal of Mathematical Sciences | 2000年 / 99卷 / 2期
关键词：
Brownian Motion; Local Time; Wiener Process; Sojourn Time; Linear Drift;
D O I：
10.1007/BF02673636
中图分类号：
学科分类号：
摘要：
The paper deals with methods of calculation of the distributions of functionals of Brownian motion with linear drift. Various stopping time moments are considered. The cases where the moments take values equal to infinity are of special interest. ©2000 Kluwer Academic/Plenum Publishers.
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页码：1141 / 1148
页数：7
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