The first passage time distribution of Brownian motion with positive drift

DOI10.1016/0025-5564(68)90080-1zbMATH Open0252.62050OpenAlexW2069321405MaRDI QIDQ2557533FDOQ2557533

Authors: Yanyan Li 

Publication date: 1968

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(68)90080-1

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Brownian motion (60J65)

Cites Work

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• Statistical Properties of Inverse Gaussian Distributions. I
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• Properties of the time distribution of standard brownian motion

Cited In (6)

• Bartlett Adjustments for Overdispersed Generalized Linear Models
• A modified Kolmogorov-Smirnov test for the inverse gaussian density with unknown parameters
• Bivariate time distribution of Brownian motion
• Inference for the diffusion models of neuronal activity
• Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
• On some distributions associated with the inverse Gaussian distribution

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