scientific article; zbMATH DE number 2050987

zbMATH Open1045.60084MaRDI QIDQ4453260FDOQ4453260

Authors: A. Lachal 

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Markov processBrownian motionhitting timesintegrated Brownian motiontheory of excursions

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

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• Temps de sortie d’un intervalle borné pour l’intégrale du mouvement brownien
• Excursions of the integral of the Brownian motion
• Brownian excursion with a single mark
• Reflecting a Langevin process at an absorbing boundary
• On the first-passage time of integrated Brownian motion
• Langevin Process Reflected on a Partially Elastic Boundary II
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• Invariance principles for integrated random walks conditioned to stay positive
• A Langevin process reflected at a partially elastic boundary. I
• A second order SDE for the Langevin process reflected at a completely inelastic boundary

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