Jeulin, T.; Yor, M. Sur les distributions de certaines fonctionnelles du mouvement brownien. (French) Zbl 0462.60077 Séminaire de probabilités XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 210-226 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 18 Documents MSC: 60J65 Brownian motion 60J55 Local time and additive functionals 60H05 Stochastic integrals 60G44 Martingales with continuous parameter Keywords:Skorokhod problem; Sturm-Liouville equations; local time; Laplace transforms; path decomposition Citations:Zbl 0447.00009; Zbl 0414.60055; Zbl 0414.60056 PDFBibTeX XML Full Text: Numdam EuDML