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Borodin, A. N.
Journal of mathematical sciences (New York, N.Y.), 05/2024, Letnik: 281, Številka: 1Journal Article
Brownian motion with linear drift on positive half-line and killed elastically at zero is considered. A goal is to get a result that allows us to calculate the distributions of integral functionals with respect to spatial variable of local time of such a process. The explicit form of the distribution of the supremum with respect to spatial variable of local time is calculated for Brownian motion with linear drift reflecting at zero.
