scientific article; zbMATH DE number 1349220

MaRDI QIDQ4265257zbMATH OpenFDO

Authors Feng Xiao, Chuancun Yin

Publication date 7 October 1999

zbMATH Keywords

conditioned Brownian motionhitting placehitting timehyperplanemaximum excursion

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Brownian motion (60J65)

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• Distribution of the Brownian motion on its way to hitting zero
• The randomized first-hitting problem of continuously time-changed Brownian motion
• Multidimensional hitting time results for Brownian bridges with moving hyperplanar boundaries
• On the expectation of normalized Brownian functionals up to first hitting times
• Density of space-time distribution of Brownian first hitting of a disc and a ball
• Statistics of the first passage time of Brownian motion conditioned by maximum value or area
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