Publication:4453260

zbMath1045.60084MaRDI QIDQ4453260

Aimé Lachal

Publication date: 7 March 2004

zbMATH Keywords

Brownian motion; Markov process; hitting times; integrated Brownian motion; theory of excursions

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J65: Brownian motion

60G40: Stopping times; optimal stopping problems; gambling theory

60G17: Sample path properties

60J55: Local time and additive functionals