On the distribution of the Brownian motion process on its way to hitting zero

DOI10.1214/ECP.V15-1555zbMATH Open1227.60099arXiv1001.0628OpenAlexW1974627831MaRDI QIDQ638201FDOQ638201

Authors: K. Borovkov 

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We present functional versions of recent results on the univariate distributions of the process $V_{x,u}=x+W_{uau(x)},$ $0leule1$, where $$ is the standard Brownian motion process, $x>0$ and $au(x)=inft>0:W_t=-x$.

Full work available at URL: https://arxiv.org/abs/1001.0628

Recommendations

• Distribution of the Brownian motion on its way to hitting zero
• On the expectation of normalized Brownian functionals up to first hitting times
• On the distribution of functionals of Brownian motion stopped at the moment inverse the local time
• scientific article; zbMATH DE number 4182557
• Sur la distribution de certaines fonctionnelles de l'int�grale du mouvement Brownien avec d�rives parabolique et cubique

zbMATH Keywords

Brownian motionhitting timeBrownian meanderBessel bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17)

Cited In (5)

• The last zero-crossing of an iterated brownian motion with drift
• On a first hit distribution of the running maximum of Brownian motion
• On functionals of the adjusted range process
• Distribution of the Brownian motion on its way to hitting zero
• Limit at zero of the Brownian first-passage density

This page was built for publication: On the distribution of the Brownian motion process on its way to hitting zero

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638201)