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scientific article; zbMATH DE number 1527798

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Publication:4514975
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zbMATH Open0960.60062MaRDI QIDQ4514975FDOQ4514975


Authors: Yuhua Lü, Run Xu, Chuancun Yin Edit this on Wikidata


Publication date: 9 November 2000



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



Recommendations

  • The joint distribution of the maximum excursion and the minimum excursion for Brownian motion with drift
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  • Some results involving the maximum of Brownian motion
  • Shortest excursion lengths
  • On excursions inside an excursion


zbMATH Keywords

first hitting timelast exit timemaximum excursiontransient Brownian motioninfimum excursion


Mathematics Subject Classification ID

Brownian motion (60J65)



Cited In (2)

  • Many maximum excursions for elliptic diffusion processes
  • Title not available (Why is that?)





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