The first crossing-time density for Brownian motion with perturbed linear boundary

DOI10.2307/3318505zbMATH Open0965.60079OpenAlexW2046090437MaRDI QIDQ1586565FDOQ1586565

Authors: Henry E. Daniels 

Publication date: 9 August 2001

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3318505

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zbMATH Keywords

Brownian motionfirst crossing-time densityperturbed linear boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (11)

• The first-passage density of the Brownian motion process to a curved boundary
• Title not available (Why is that?)
• Title not available (Why is that?)
• Intermediate-level crossings of a first-passage path
• Some boundary-crossing results for linear diffusion processes.
• Uniqueness of first passage time distributions via Fredholm integral equations
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• The First Passage Time Density of Brownian Motion and the Heat Equation with Dirichlet Boundary Condition in Time Dependent Domains
• Extremes of Gaussian processes over an infinite horizon
• Randomization of a linear boundary in the first-passage problem of Brownian motion
• Risk models in insurance and epidemics: a bridge through randomized polynomials

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