Last hitting time for the integral of the Brownian motion
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Publication:1315400
DOI10.1016/0304-4149(94)90111-2zbMath0793.60092MaRDI QIDQ1315400
Publication date: 27 March 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90111-2
60J65: Brownian motion
Cites Work
- Sur le premier instant de passage de l'intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion)
- A winding problem for a resonator driven by a white noise
- First-Passage Densities of a Two-Dimensional Process
- Mathematical Analysis of Random Noise
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