On the joint distribution of first-passage time and first-passage area of drifted Brownian motion (Q1707061): Difference between revisions

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-Dionisio Del Vescovo
@@ Property / author: Dionisio Del Vescovo / rank @@
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+Dionisio Del Vescovo
@@ Property / author: Dionisio Del Vescovo / rank @@
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+W3102168966
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+.06854
@@ Property / arXiv ID: 1609.06854 / rank @@
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@@ Property / cites work @@
+On the first-passage area of a one-dimensional jump-diffusion process
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+Q5653395
@@ Property / cites work: Q5653395 / rank @@
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+Q3671491
@@ Property / cites work: Q3671491 / rank @@
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+Q3959169
@@ Property / cites work: Q3959169 / rank @@
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@@ Property / cites work @@
+Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
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@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
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@@ Property / cites work @@
+On correlations between certain random variables associated with first passage Brownian motion
+Normal rank
@@ Property / cites work @@
+On the area under a continuous time Brownian motion till its first-passage time
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@@ Property / cites work @@
+The first-passage area for drifted Brownian motion and the moments of the Airy distribution
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@@ Property / cites work @@
+The moments of the area under reflected Brownian bridge conditional on its local time at zero
+Normal rank
@@ Property / cites work @@
+On the distribution of Brownian areas
@@ Property / cites work: On the distribution of Brownian areas / rank @@
+Normal rank