First Exit Time from a Bounded Interval for a Certain Class of Additive Functionals of Brownian Motion

Journal of Theoretical Probability

Volumn 13, Issue 3, 2000, Pages 733-775

  Lachal, Aimé ^a  

^a UNIVERSITÉ DE LYON   (France)

Author keywords

Abel's integral equation; Excursion process; First exit time; Hypergeometric functions

Indexed keywords

EID: 0034562337     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007810528683     Document Type: Article

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