Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (Q894488)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Probability that the maximum of the reflected Brownian motion over a finite interval [0,t] is achieved by its last zero before t. |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). |
scientific article |
Statements
Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (English)
0 references
1 December 2015
0 references
reflected Brownian motion
0 references
maximum
0 references
Bessel process
0 references
Brownian meander
0 references
Brownian bridge
0 references
gamma function
0 references
local score
0 references
0.773594856262207
0 references
0.7633277773857117
0 references
0.7413928508758545
0 references
0.7355886101722717
0 references