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Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time |
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| Authors: | A. N. Borodin |
| Abstract: | The paper deals with methods of computing the distributions of functionals of the Brownian motion stopped at some random moments. The moments are obtained by means of the minimum and maximum operations from the moments inverse to some additive functionals. Bibliography: 5 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 228, 1996, pp. 39–56. |
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