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Zbl 0462.60077
Jeulin, T.; Yor, M.
Sur les distributions de certaines fonctionnelles du mouvement brownien. (French)
[A] Séminaire de probabilités XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 210-226 (1981).

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MSC 2000:
*60J65 Brownian motion
60J55 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

Cited in: Zbl 0512.60071

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