Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (Q894488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). |
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Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). (English)
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1 December 2015
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reflected Brownian motion
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maximum
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Bessel process
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Brownian meander
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Brownian bridge
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gamma function
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local score
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