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

DOI10.2307/3318505MaRDI QIDQ1586565zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Brownian motionfirst crossing-time densityperturbed linear boundary

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited in

(11)

• Extremes of Gaussian processes over an infinite horizon
• scientific article; zbMATH DE number 1101425 (Why is no real title available?)
• Uniqueness of first passage time distributions via Fredholm integral equations
• Intermediate-level crossings of a first-passage path
• Some boundary-crossing results for linear diffusion processes.
• Risk models in insurance and epidemics: a bridge through randomized polynomials
• The First Passage Time Density of Brownian Motion and the Heat Equation with Dirichlet Boundary Condition in Time Dependent Domains
• The first-passage density of the Brownian motion process to a curved boundary
• scientific article; zbMATH DE number 4066025 (Why is no real title available?)
• scientific article; zbMATH DE number 4119345 (Why is no real title available?)
• Randomization of a linear boundary in the first-passage problem of Brownian motion

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