Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
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Publication:1181804
zbMath0747.60075MaRDI QIDQ1181804
Publication date: 27 June 1992
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_3_385_0
Brownian motion; first passage times; integrated process; first entrance time; properties of special functions
60G15: Gaussian processes
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60G17: Sample path properties
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