The successive hitting times for the integrated Brownian motion
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Publication:677671
DOI10.1016/S0246-0203(97)80114-8zbMath0877.60054MaRDI QIDQ677671
Publication date: 26 November 1997
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1997__33_1_1_0
60G15: Gaussian processes
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes