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On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. / Borodin, A.N.

In: Journal of Mathematical Sciences, Vol. 229, No. 6, 2018, p. 626-631.

Research output: Contribution to journal › Article › peer-review

Harvard

Borodin, AN 2018, 'On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time', Journal of Mathematical Sciences, vol. 229, no. 6, pp. 626-631.

APA

Borodin, A. N. (2018). On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. Journal of Mathematical Sciences, 229(6), 626-631.

Vancouver

Borodin AN. On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. Journal of Mathematical Sciences. 2018;229(6):626-631.

Author

Borodin, A.N. / On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. In: Journal of Mathematical Sciences. 2018 ; Vol. 229, No. 6. pp. 626-631.

BibTeX

@article{0ddec56d685745b7a55af3f7ecf76892,
title = "On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time",
abstract = "Methods for computing the distributions of integral functionals of diffusions stopped at inverse range time are developed. The moment, which is the minimum of the inverse range time and exponentially distributed stopping time independent of the diffusion, is also considered. An interesting example of the applications of these methods is presented.",
author = "A.N. Borodin",
note = "Borodin, A.N. On Distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. J Math Sci 229, 626–631 (2018). https://doi.org/10.1007/s10958-018-3702-7",
year = "2018",
language = "English",
volume = "229",
pages = "626--631",
journal = "Journal of Mathematical Sciences",
issn = "1072-3374",
publisher = "Springer Nature",
number = "6",

}

RIS

TY - JOUR

T1 - On distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time

AU - Borodin, A.N.

N1 - Borodin, A.N. On Distributions of Integral Functionals of Diffusions Stopped at Inverse Range Time. J Math Sci 229, 626–631 (2018). https://doi.org/10.1007/s10958-018-3702-7

PY - 2018

Y1 - 2018

N2 - Methods for computing the distributions of integral functionals of diffusions stopped at inverse range time are developed. The moment, which is the minimum of the inverse range time and exponentially distributed stopping time independent of the diffusion, is also considered. An interesting example of the applications of these methods is presented.

AB - Methods for computing the distributions of integral functionals of diffusions stopped at inverse range time are developed. The moment, which is the minimum of the inverse range time and exponentially distributed stopping time independent of the diffusion, is also considered. An interesting example of the applications of these methods is presented.

UR - https://link.springer.com/article/10.1007/s10958-018-3702-7

M3 - Article

VL - 229

SP - 626

EP - 631

JO - Journal of Mathematical Sciences

JF - Journal of Mathematical Sciences

SN - 1072-3374

IS - 6

ER -

ID: 37612511