Properties of perpetual integral functionals of Brownian motion with drift

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 41, Issue 3 SPEC. ISS., 2005, Pages 335-347

  Salminen, Paavo ^a   Yor, Marc ^b  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Green function; Kac's moment formula; Khas'minskii's lemma; Last exit time; Local time

Indexed keywords

EID: 17544366163     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.01.006     Document Type: Article

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