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

DOI10.1016/S0764-4442(99)80390-5zbMath0883.60076MaRDI QIDQ4348307

Aimé 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)

Related Items (4)

Integrated stationary Ornstein-Uhlenbeck process, and double integral processes ⋮ Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion ⋮ Chung’s law for integrated Brownian motion ⋮ A new approach to goodness-of-fit testing based on the integrated empirical process^*

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