The first passage time distribution of Brownian motion with positive drift

DOI10.1016/0025-5564(68)90080-1zbMath0252.62050OpenAlexW2069321405MaRDI QIDQ2557533

Yanyan Li

Publication date: 1968

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(68)90080-1

Mathematics Subject Classification ID

Brownian motion (60J65) Inference from stochastic processes (62M99)

Related Items (6)

Second-order biases of maximum likelihood estimates in overdispersed generalized linear models ⋮ Bivariate time distribution of Brownian motion ⋮ A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters ⋮ On some distributions associated with the inverse Gaussian distribution ⋮ Bartlett Adjustments for Overdispersed Generalized Linear Models ⋮ Inference for the diffusion models of neuronal activity

Cites Work

• Statistical Properties of Inverse Gaussian Distributions. I
• Properties of the time distribution of standard brownian motion
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