This is a preview. Log in through your library . Abstract In a paper by Blackwell, Breiman and Thomasian [1, Theorem 3] the following theorem is proved: For any ...

Denote by α t (μ) the probability law of At (μ)=∫0 texp(2(Bs+μ s))ds for a Brownian motion {Bs, s≥ 0}. It is well known that α t (μ) is of interest in a number of domains, e.g. mathematical finance, ...