Some martingales related to the integral of Brownian motion. Applications to the passage times and transience
From MaRDI portal
Publication:1383177
DOI10.1023/A:1021646925303zbMath1002.60537MaRDI QIDQ1383177
Publication date: 20 January 2003
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Related Items (2)
Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion ⋮ Dynamics and spike trains statistics in conductance-based integrate-and-fire neural networks with chemical and electric synapses
This page was built for publication: Some martingales related to the integral of Brownian motion. Applications to the passage times and transience