Some Martingales Related to the Integral of Brownian Motion. Applications to the Passage Times and Transience

Journal of Theoretical Probability

Volumn 11, Issue 1, 1998, Pages 127-156

  Lachal, Aimé ^a  

^a UNIVERSITÉ LYON 1   (France)

Author keywords

Laplace Kontorovich Lebedev Mellin transforms; Markov times; Martingales

Indexed keywords

EID: 0032392115     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021646925303     Document Type: Article

References (17)

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