Borisenko, A. D. Distribution of an additive functional of a diffusion process. (Russian) Zbl 0523.60070 Teor. Veroyatn. Mat. Stat. 28, 5-9 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 2 Documents MSC: 60J60 Diffusion processes 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60J55 Local time and additive functionals Keywords:representation of solution of Cauchy’s problem; arc sine law for diffusion processes PDFBibTeX XML