Pages that link to "Item:Q1592272"

The following pages link to First exit time from a bounded interval for a certain class of additive functionals of Brownian motion (Q1592272):

Displaying 11 items.

• Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion (Q867100) (← links)
• The influence of a power law drift on the exit time of Brownian motion from a half-line (Q877724) (← links)
• Factorising Brownian motion at two boundaries; an example (Q910829) (← links)
• Chung's law for homogeneous Brownian functionals (Q976557) (← links)
• On the conditional expectation of the first exit time of Brownian motion (Q1024952) (← links)
• Wiener-Hopf factorisation of Brownian motion (Q1113212) (← links)
• Persistence and exit times for some additive functionals of skew Bessel processes (Q2224967) (← links)
• (Q4501623) (← links)
• (Q4900627) (← links)
• (Q5276371) (← links)
• Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes (Q5880987) (← links)