On some exponential integral functionals of BM($\mu$) and BES(3)

A. N. Borodin, Paavo Salminen

In this paper we derive the Laplace transforms of the integral functionals $${\int }_0^{\infty }(p(\exp (B_t^{(\mu )})+1{)}^{-1}+q(\exp (B_t^{(\mu )})+1{)}^{-2})dt,$$ $$ \int_0^\infty (p(\exp(R…