An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary (Q5430544)
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scientific article; zbMATH DE number 5220272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary |
scientific article; zbMATH DE number 5220272 |
Statements
An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary (English)
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16 December 2007
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boundary crossing
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Brownian excursion
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Girsanov transform
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conditional process
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