On the time spent above a level by Brownian motion with negative drift (Q4727962)
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scientific article; zbMATH DE number 4003204
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| English | On the time spent above a level by Brownian motion with negative drift |
scientific article; zbMATH DE number 4003204 |
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On the time spent above a level by Brownian motion with negative drift (English)
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1986
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last passage
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duration of positivity
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total time
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0.9016036
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0.87766206
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0.8567467
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0.8544096
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0.8518204
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0.8492073
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0.84910005
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