An elementary derivation of the hitting time distribution of Brownian motion with drift
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Publication:3376019
zbMATH Open1086.60525MaRDI QIDQ3376019FDOQ3376019
Authors:
Publication date: 17 March 2006
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- Hitting times to spheres of Brownian motions with drifts starting from the origin
- The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
- Title not available (Why is that?)
- On the time spent above a level by Brownian motion with negative drift
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