On the area under a continuous time Brownian motion till its first-passage time

DOI10.1088/0305-4470/38/19/004zbMath1086.82016arXivcond-mat/0501445OpenAlexW4299422072MaRDI QIDQ3021782

Satya N. Majumdar, Michael J. Kearney

Publication date: 21 June 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0501445

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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