Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien

DOI10.1016/S0764-4442(99)80390-5MaRDI QIDQ4348307zbMATHFDO

Authors A. Lachal

Publication date 14 August 1997

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

momentsstandard Brownian motionprobability lawstwo-sided barrier problem

Mathematics Subject Classification ID

Brownian motion (60J65)

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