The moments of the area under reflected Brownian bridge conditional on its local time at zero
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DOI: 10.1155/S1048953300000137
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Cited by:
- Mario Abundo & Danilo Del Vescovo, 2017. "On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 985-996, September.
- Mario Abundo, 2013. "On the First-Passage Area of a One-Dimensional Jump-Diffusion Process," Methodology and Computing in Applied Probability, Springer, vol. 15(1), pages 85-103, March.
- Mario Abundo & Sara Furia, 2019. "Joint Distribution of First-Passage Time and First-Passage Area of Certain Lévy Processes," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1283-1302, December.
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