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





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
      0 references
      0 references
      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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references