On the expectation of normalized Brownian functionals up to first hitting times (Q2448526)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expectation of normalized Brownian functionals up to first hitting times |
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On the expectation of normalized Brownian functionals up to first hitting times (English)
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2 May 2014
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Brownian motion
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hitting times
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scaling
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random sampling
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Bessel process
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Brownian meander
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Ray-Knight theorem
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Feynman-Kac formula
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