On a first hit distribution of the running maximum of Brownian motion (Q2145826)
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scientific article; zbMATH DE number 7544419
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| English | On a first hit distribution of the running maximum of Brownian motion |
scientific article; zbMATH DE number 7544419 |
Statements
On a first hit distribution of the running maximum of Brownian motion (English)
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20 June 2022
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subordinator
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spectrally negative Lévy process
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excursion
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integral equation
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path transformation
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Brownian motion
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0.8836618
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0.8821109
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0.87576026
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0.8756283
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0.87527615
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